Optimal threshold probability and expectation in semi-Markov decision processes

DOI10.1016/J.AMC.2010.04.007zbMath1203.90174OpenAlexW2080096243MaRDI QIDQ984324

Yoshio Ohtsubo, Masahiko Sakaguchi

Publication date: 19 July 2010

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

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.007

zbMATH Keywords

stochastic ordersemi-Markov decision processvalue iterationexistence of optimal policyoptimal threshold probabilitypolicy improvement method

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (7)

Zero-sum semi-Markov games with a probability criterion ⋮ 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 ⋮ Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques ⋮ Continuous-time zero-sum games with probability criterion ⋮ Nonzero-sum stochastic games with probability criteria ⋮ STOCHASTIC SEQUENTIAL ASSIGNMENT PROBLEM WITH THRESHOLD CRITERIA

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