Controlled Markov set-chains with discounting
Controlled Markov set-chains with discounting
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带折扣的受控马尔可夫集合链
DOI：
10.1239/jap/1032192848
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发表时间：
1998
影响因子：
1
通讯作者：
Youqiang Huang
中科院分区：
文献类型：
--
作者：
M. Kurano;Jinjie Song;M. Hosaka;Youqiang Huang
在折现马尔可夫决策过程的框架中，我们考虑了每次在某一给定区域内转移概率变化且其变化是未知或不可观测的情况。为此，我们在马尔可夫集链的基础上提出了一种新的控制马尔可夫集链模型，并讨论了该模型在部分阶下的优化问题。最后给出了一个数值算例来说明理论结果和计算结果。
In the framework of discounted Markov decision processes, we consider the case that the transition probability varies in some given domain at each time and its variation is unknown or unobservable. To this end we introduce a new model, named controlled Markov set-chains, based on Markov set-chains, and discuss its optimization under some partial order. Also, a numerical example is given to explain the theoretical results and the computation.