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Markov decision processes with multiple costs

✍ Scribed by Mrinal K. Ghosh


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
270 KB
Volume
9
Category
Article
ISSN
0167-6377

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We consider a Markov decision process with an uncountable state space and multiple rewards. For each policy, its performance is evaluated by a vector of total expected rewards. Under the standard continuity assumptions and the additional assumption that all initial and transition probabilities are n