Minimum risk probability for finite horizon semi-Markov decision processes

DOI10.1016/J.JMAA.2013.01.021zbMath1267.90169OpenAlexW2095458856MaRDI QIDQ1947298

Xianping Guo, Yong-hui Huang, Zhong-Fei Li

Publication date: 22 April 2013

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.01.021

zbMATH Keywords

iteration algorithmoptimal value functionrisk probabilityoptimal policyfinite horizon semi-Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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