Discrete-time Markov decision processes with first passage models

zbMATH Open1265.60137MaRDI QIDQ2915945

Qiuli Liu

Publication date: 5 October 2012

Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

zbMATH Keywords

first passage timerisk probabilitytarget set

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Related Items (3)

First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs ⋮ The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0 ⋮ Analysis for some properties of discrete time Markov decision processes

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