Adaptive Strategies for Accelerating the Convergence of Average Cost Markov Decision Processes Using a Moving Average Digital Filter
نویسندگان
چکیده
منابع مشابه
l AVERAGE COST SEMI - MARKOV DECISION PROCESSES
^ The Semi-Markov Decision model is considered under the criterion of long-run average cost. A new criterion, which for any policy considers the limit of the expected cost Incurred during the first n transitions divided by the expected length of the first n transitions, is considered. Conditions guaranteeing that an optimal stationary (nonrandomized) policy exist are then presented. It is also ...
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ژورنال
عنوان ژورنال: American Journal of Operations Research
سال: 2013
ISSN: 2160-8830,2160-8849
DOI: 10.4236/ajor.2013.36050