Optimization Models for the First Arrival Target Distribution Function in Discrete Time
نویسندگان
چکیده
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 optimality criteria are insufficient to characterize the w x variability]risk features of practical problems 1]5 . A typical requirement for a long-term application, for example, unmanned space flight and satellites, is to have a 0.95 or greater probability of being operational at the end of a 10-year period, whereas a typical requirement for space shuttle, aircraft flight control, and military systems is to have a reliability of 0.97 at the end of a 3-h time period. Likewise, chemical reactions must
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