Markov decision processes associated with two threshold probability criteria

DOI10.1007/s11768-013-2194-8zbMath1299.90366OpenAlexW2153115461MaRDI QIDQ5167593

Masahiko Sakaguchi, Yoshio Ohtsubo

Publication date: 30 June 2014

Published in: Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11768-013-2194-8

zbMATH Keywords

Markov decision processthreshold probabilityminimizing risk modelpolicy space iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (6)

Zero-sum semi-Markov games with a probability criterion ⋮ The risk probability criterion for discounted continuous-time Markov decision processes ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Percentile queries in multi-dimensional Markov decision processes ⋮ Continuous-time zero-sum games with probability criterion ⋮ Nonzero-sum stochastic games with probability criteria

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