| THE BOREL STATE SPACE SEMI-MARKOVDECISION PROCESS WITH EXPECTED TOTAL REWARDS IN A SEMI-MARKOV ENVIRONMENT |
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| 作者姓名： | XU Chen |
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| 作者单位： | XU Chen(School of Science，Shenzhen University，Shenzhen 518060，China)HU Qiying (School of Economy and Management，Xidian University，Xi'an 710071，China) |
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| 摘 要： | 1.IntroductionMarkovdecisionprocesses(MDP)candescribeMarkoviansequentialdecisionsystems(12]),amongwhichtherearemanysystemsinstochasticenvironmentsandtheenvironments'effectwillchangetheparametersmodelingthesystem,e.g.3arepairablesysteminastochasticenvironment(3])andqueueingsystemsinvariedstochasticenvironments(4]).ThusMDPinstochasticenvironmelltsoccuriftheoptimalcontrolofsuchsystemsisconsidered.ContinuoustimeMDPandsemi-Markovdecisionprocess(SMDP)inasemi-Markovenvironmentwithdiscountedc…
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THE BOREL STATE SPACE SEMI-MARKOV DECISION PROCESS WITH EXPECTED TOTAL REWARDS IN A SEMI-MARKOV ENVIRONMENT |
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| XU Chen.THE BOREL STATE SPACE SEMI-MARKOVDECISION PROCESS WITH EXPECTED TOTAL REWARDS IN A SEMI-MARKOV ENVIRONMENT[J].Journal of Systems Science and Complexity,1999(1). |
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| Authors: | XU Chen |
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| Abstract: | This paper investigates the Borel state space semi-Markov decision process (SMDP) with the criterion of expected total rewards in a semi-Markov environment. It describes a system which behaves like a SMDP except that the system is influenced by its environment modeled by a semi-Markov process. We transform the SMDP in a semiMarkov environment into an equivalent discrete time Markov decision process under the condition that rewards are all positive or all negative, and obtain the optimality equation and some properties for it. |
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| Keywords: | Semi-Markov decision processes semi-Markov environment expected total rewards Borel state space |
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