A generalized Markov decision process
نویسنده
چکیده
— In this paper we present a generalized Markov décision process that subsumes the traditional discounted, infinité horizon, finite state and action Markov décision process, VeinotCs discountéd décision processes, and Koehler's generalization of these two problem classes. Résumé. — Nous présentons dans cet article un processus de Markov généralisé qui englobe le processus de décision markovien actualisé à l'horizon infini, avec état et action finis; les processus de décision actualisés de Veinott; et la généralisation de Koehler de ces deux classes de problèmes.
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