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MARKOV DECISION PROGRAMMING-THE FIRST PASSAGE MODEL WITH DENUMERABLE STATE SPACE
引用本文:LIU Jianyong LIU Ke (Institute of Applied Mathematics,Academia Sinica,Beijing 100080,China). MARKOV DECISION PROGRAMMING-THE FIRST PASSAGE MODEL WITH DENUMERABLE STATE SPACE[J]. 系统科学与复杂性, 1992, 0(4)
作者姓名:LIU Jianyong LIU Ke (Institute of Applied Mathematics  Academia Sinica  Beijing 100080  China)
作者单位:Institute of Applied Mathematics,Academia Sinica,Beijing 100080,China
基金项目:This research was supported by the National Natural Science Foundation of China
摘    要:In this paper,we discuss MDP with discrete time parameter-the firstpassage model with denumerable state space.Under assumption A in this paper,we prove that an ε(>0)-optimal stationary policy exists.To find an ε-optimalstationary policy,an algorithm of policy improvement iteration and a method ofsuccessive approximations are given.


MARKOV DECISION PROGRAMMING-THE FIRST PASSAGE MODEL WITH DENUMERABLE STATE SPACE
LIU Jianyong LIU Ke. MARKOV DECISION PROGRAMMING-THE FIRST PASSAGE MODEL WITH DENUMERABLE STATE SPACE[J]. Journal of Systems Science and Complexity, 1992, 0(4)
Authors:LIU Jianyong LIU Ke
Abstract:
Keywords:Markov decision programming  first passage model  optimal policy
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