A first-passage problem with multiple costs.

DOI10.1007/S001860000051zbMATH Open1054.90084OpenAlexW2076868540MaRDI QIDQ1403174

Kazuyoshi Wakuta

Publication date: 2000

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860000051

zbMATH Keywords

First-passage problem, multiple costs, policy iteration algorithmoptimal deterministic stationary policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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