Equivalence classes for optimizing risk models in Markov decision processes.

DOI10.1007/S001860400361MaRDI QIDQ703147zbMATH OpenOpenAlexFDO

Authors Yoshio Ohtsubo, Kenji Toyonaga

Publication date 11 January 2005

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860400361

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

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Cited in

(7)

• Stochastic sequential assignment problem with threshold criteria
• Markov decision processes with a target set for minimum criteria
• Stochastic shortest path problems with associative accumulative criteria
• A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
• Markov decision processes associated with two threshold probability criteria
• Optimal threshold probability and expectation in semi-Markov decision processes
• Optimal threshold probability in undiscounted Markov decision processes with a target set.

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