✦ LIBER ✦

Credibilistic Markov decision processes: The average case

✍ Scribed by Masayuki Kageyama

Book ID: 104005909
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 406 KB
Volume: 224
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2008.04.035

No coin nor oath required. For personal study only.

✦ Synopsis

Using a concept of random fuzzy variables in credibility theory, we formulate a credibilistic model for unichain Markov decision processes under average criteria. And a credibilistically optimal policy is defined and obtained by solving the corresponding nonlinear mathematical programming. Also we give a computational example to illustrate the effectiveness of our new model.

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