Optimization Models for the First Arrival Target Distribution Function in Discrete Time
نویسندگان
چکیده
منابع مشابه
Optimization Models for the First Arrival Target Distribution Function in Discrete Time
Ž . The study of expectation optimality criteria standard criteria has constituted most previous work in the area of Markov decision processes Ž . MDPs . However, the optimal policies obtained from such models are not reliable when considering a single or a few decision processes, since only the average performance over many trials is guaranteed to be optimal. In fact, the expectation optimalit...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1998
ISSN: 0022-247X
DOI: 10.1006/jmaa.1998.6015