Optimal risk probability for first passage models in semi-Markov decision processes
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Publication:2272058
DOI10.1016/j.jmaa.2009.05.058zbMath1176.90625MaRDI QIDQ2272058
Publication date: 5 August 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.05.058
60K15: Markov renewal processes, semi-Markov processes
90C40: Markov and semi-Markov decision processes
Related Items
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria, First passage risk probability optimality for continuous time Markov decision processes, Constrained Markov decision processes with first passage criteria, Finite horizon semi-Markov decision processes with application to maintenance systems, Mean-variance problems for finite horizon semi-Markov decision processes, A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates, A risk minimization problem for finite horizon semi-Markov decision processes with loss rates, First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors, Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time
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