Optimal policies about discounted vector-valued Markovian decision programming and its algorithms (Q1803359)
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English | Optimal policies about discounted vector-valued Markovian decision programming and its algorithms |
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Optimal policies about discounted vector-valued Markovian decision programming and its algorithms (English)
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29 June 1993
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The paper deals with a discounted vector-valued Markov decision process with discrete time and with a countable state set, countable compact action sets, continuous transition probabilities, and continuous uniformly bounded reward functions. The authors describe the set of lexicographical optimal strategies and provide an algorithm for their computation.
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discounted vector-valued Markov decision process
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discrete time
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countable state set
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countable compact action sets
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continuous transition probabilities
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continuous uniformly bounded reward functions
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lexicographical optimal strategies
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