Controlled Markov set-chains with discounting

DOI10.1239/jap/1032192848zbMath0911.90344OpenAlexW2058811924MaRDI QIDQ4215678

Masanori Hosaka, Jinjie Song, Masami Kurano, Youqiang Huang

Publication date: 5 May 1999

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032192848

zbMATH Keywords

interval arithmeticdiscounted Markov decision processesdiscounted return criterioncontrolled Markov set-chains

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (6)

A fuzzy approach to Markov decision processes with uncertain transition probabilities ⋮ Perfect information two-person zero-sum Markov games with imprecise transition probabilities ⋮ Fuzzy optimality relation for perceptive MDPs-the average case ⋮ Markov control processes with randomized discounted cost ⋮ Extended Laplace principle for empirical measures of a Markov chain ⋮ Controlled Markov set-chains under average criteria

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