A MARKOV DECISION PROCESS WITH DISCOUNTED REWARDS
نویسندگان
چکیده
منابع مشابه
Constrained Markov Decision Models with Weighted Discounted Rewards
This paper deals with constrained optimization of Markov Decision Processes. Both objective function and constraints are sums of standard discounted rewards, but each with a diierent discount factor. Such models arise, e.g. in production and in applications involving multiple time scales. We prove that if a feasible policy exists, then there exists an optimal policy which is (i) stationary (non...
متن کاملContinuous Time Markov Decision Processes with Expected Discounted Total Rewards
Abstract. This paper discusses continuous time Markov decision processes with criterion of expected discounted total rewards, where the state space is countable, the reward rate function is extended real-valued and the discount rate is a real number. Under necessary conditions that the model is well defined, the state space is partitioned into three subsets, on which the optimal value function ...
متن کاملNecessary Conditions for Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
This paper discusses a set of necessary conditions for continuous time Markov decision processes with criterion of expected discounted total rewards, where the state space is countable, the reward rate function is extended real-valued and the discount rate is any real number. Under necessary conditions that the model is well defined, the state space is partitioned into three subsets, on which t...
متن کاملMarkov Decision Models with Weighted Discounted Criteria
We consider a discrete time Markov Decision Process with innnite horizon. The criterion to be maximized is the sum of a number of standard discounted rewards, each with a diierent discount factor. Situations in which such criteria arise include modeling investments, production, modeling projects of diierent durations and systems with multiple criteria, and some axiomatic formulations of multi-a...
متن کاملDiscounted Markov decision processes with utility constraints
-We consider utility-constrained Markov decision processes. The expected utility of the total discounted reward is maximized subject to multiple expected utility constraints. By introducing a corresponding Lagrange function, a saddle-point theorem of the utility constrained optimization is derived. The existence of a constrained optimal policy is characterized by optimal action sets specified w...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics
سال: 1967
ISSN: 1883-2172,0373-6385
DOI: 10.2206/kyushumfs.21.241