Optimal threshold probability in undiscounted Markov decision processes with a target set.

DOI10.1016/S0096-3003(03)00158-9zbMath1084.91022OpenAlexW2083611438MaRDI QIDQ1427885

Yoshio Ohtsubo

Publication date: 14 March 2004

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00158-9

zbMATH Keywords

stationary policyminimizing risk modelopimal value function

Mathematics Subject Classification ID

Related Items (16)

Discrete time credibilistic processes: construction and convergences ⋮ A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates ⋮ A probability criterion for zero-sum stochastic games ⋮ Stochastic shortest path problems with associative accumulative criteria ⋮ First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs ⋮ Threshold probability of non-terminal type in finite horizon Markov decision processes ⋮ PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Percentile queries in multi-dimensional Markov decision processes ⋮ Markov decision processes associated with two threshold probability criteria ⋮ Optimal risk probability for first passage models in semi-Markov decision processes ⋮ Optimal threshold probability and expectation in semi-Markov decision processes ⋮ Markov decision processes with a target set for minimum criteria ⋮ First passage risk probability optimality for continuous time Markov decision processes ⋮ STOCHASTIC SEQUENTIAL ASSIGNMENT PROBLEM WITH THRESHOLD CRITERIA ⋮ Computational Methods for Risk-Averse Undiscounted Transient Markov Models

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