论文标题

MDP具有连续过渡概率的MDP

MDPs with Setwise Continuous Transition Probabilities

论文作者

Feinberg, Eugene A., Kasyanov, Pavlo O.

论文摘要

本文介绍了具有固定连续过渡概率的无限状态马尔可夫决策过程的最佳策略的结构。动作集可能是不兼容的。客观标准是预期的总折扣和未汇总的成本或单位时间平均成本。最佳方程式和不平等的分析基于本文介绍的INF-CORCACT函数的最佳选择定理。

This paper describes the structure of optimal policies for infinite-state Markov Decision Processes with setwise continuous transition probabilities. The action sets may be noncompact. The objective criteria are either the expected total discounted and undiscounted costs or average costs per unit time. The analysis of optimality equations and inequalities is based on the optimal selection theorem for inf-compact functions introduced in this paper.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源