Non-Stationary Semi-Markov Decision Processes on a Finite Horizon
| Data(s) |
2012
|
|---|---|
| Resumo |
We introduce and study a class of non-stationary semi-Markov decision processes on a finite horizon. By constructing an equivalent Markov decision process, we establish the existence of a piecewise open loop relaxed control which is optimal for the finite horizon problem. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/45963/1/sto_ana_app_31-1_183_2013.pdf Ghosh, Mrinal K and Saha, Subhamay (2012) Non-Stationary Semi-Markov Decision Processes on a Finite Horizon. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 31 (1). pp. 183-190. |
| Publicador |
TAYLOR & FRANCIS INC |
| Relação |
http://dx.doi.org/10.1080/07362994.2013.741405 http://eprints.iisc.ernet.in/45963/ |
| Palavras-Chave | #Mathematics |
| Tipo |
Journal Article PeerReviewed |
