FINITE STATE CONTINUOUS TIME MARKOV DECISION PROCESSES WITH A FINITE PLANNING HORIZON

被引:77
作者
MILLER, BL
机构
来源
SIAM JOURNAL ON CONTROL | 1968年 / 6卷 / 02期
关键词
D O I
10.1137/0306020
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:266 / &
相关论文
共 50 条
[21]   Finite-horizon variance penalised Markov decision processes [J].
Collins E.J. .
Operations-Research-Spektrum, 1997, 19 (1) :35-39
[22]   Finite horizon Markov decision processes with uncertain terminal payoffs [J].
1600, Operations Research Soc of America, Linthicum, MD, USA (43)
[23]   Markov decision processes with restricted observations: Finite horizon case [J].
Middle East Technical Univ, Ankara, Turkey .
Nav Res Logist, 5 (439-456)
[24]   Finite-horizon variance penalised Markov decision processes [J].
Collins, EJ .
OR SPEKTRUM, 1997, 19 (01) :35-39
[25]   Rationally Inattentive Markov Decision Processes over a Finite Horizon [J].
Shafieepoorfard, Ehsan ;
Raginsky, Maxim .
2017 FIFTY-FIRST ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS, AND COMPUTERS, 2017, :621-627
[26]   Lagrange Dual Decomposition for Finite Horizon Markov Decision Processes [J].
Furmston, Thomas ;
Barber, David .
MACHINE LEARNING AND KNOWLEDGE DISCOVERY IN DATABASES, PT I, 2011, 6911 :487-502
[27]   Learning algorithms for finite horizon constrained markov decision processes [J].
Mittal, A. ;
Hemachandra, N. .
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2007, 3 (03) :429-444
[28]   Markov decision processes with restricted observations: Finite horizon case [J].
Serin, Y ;
Avsar, ZM .
NAVAL RESEARCH LOGISTICS, 1997, 44 (05) :439-456
[29]   Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates [J].
Xin Guo ;
Qiuli Liu ;
Yi Zhang .
4OR, 2019, 17 :427-442
[30]   Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates [J].
Guo, Xin ;
Liu, Qiuli ;
Zhang, Yi .
4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH, 2019, 17 (04) :427-442