On average reward semi-markov decision processes with a general multichain structure

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	On average reward semi-markov decision processes with a general multichain structure
	Jianyong, L ; Xiaobo, Z
	2004-05-01
发表期刊	MATHEMATICS OF OPERATIONS RESEARCH
ISSN	0364-765X
卷号	29 期号:2 页码:339-352
摘要	In this paper we investigate average reward semi-Markov decision processes with a general multichain structure using a data-transformation method. By solving the transformed discrete-time average Markov decision processes, we can obtain significant and interesting information on the original average semi-Markov decision processes. If the original semi-Markov decision processes satisfy some appropriate conditions, then stationary optimal policies in the transformed discrete-time models are also optimal in the original semi-Markov decision processes.
关键词	semi-Markov decision processes average reward criterion multichain structure data-transformation method optimal policy
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000221719200010
出版者	INST OPERATIONS RESEARCH MANAGEMENT SCIENCES
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/900
专题	中国科学院数学与系统科学研究院
通讯作者	Jianyong, L
作者单位	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Tsing Hua Univ, Dept Ind Engn, Beijing 100084, Peoples R China
推荐引用方式 GB/T 7714	Jianyong, L,Xiaobo, Z. On average reward semi-markov decision processes with a general multichain structure[J]. MATHEMATICS OF OPERATIONS RESEARCH,2004,29(2):339-352.
APA	Jianyong, L,&Xiaobo, Z.(2004).On average reward semi-markov decision processes with a general multichain structure.MATHEMATICS OF OPERATIONS RESEARCH,29(2),339-352.
MLA	Jianyong, L,et al."On average reward semi-markov decision processes with a general multichain structure".MATHEMATICS OF OPERATIONS RESEARCH 29.2(2004):339-352.