A fuzzy treatment of uncertain Markov decision processes: Average case

نویسندگان

  • M. KURANO
  • M. YASUDA
  • J. NAKAGAMI
چکیده

In this paper, the uncertain transition matrices for inhomogeneous Markov decision processes are described by use of fuzzy sets. Introducing a ν-step contractive property, called a minorization condition, for the average case, we fined a Pareto optimal policy maximizing the average expected fuzzy rewards under some partial order. The Pareto optimal policies are characterized by maximal solutions of an optimal equation including efficient set-functions.

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تاریخ انتشار 2001