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Total reward criteria for unconstrained/constrained continuous-time Markov decision processes

โœ Scribed by Xianping Guo; Lanlan Zhang


Book ID
107347275
Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2011
Tongue
English
Weight
227 KB
Volume
24
Category
Article
ISSN
1009-6124

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Multiple Objective Nonatomic Markov Deci
โœ Eugene A. Feinberg; Aleksey B. Piunovskiy ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 228 KB

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