On bidecision processes

DOI10.1006/JMAA.1994.1382MaRDI QIDQ1340581zbMATH OpenOpenAlexFDO

Authors Seiichi Iwamoto

Publication date 14 December 1994

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1994.1382

zbMATH Keywords

extended optimality equationMarkov bidecision processpolicy iteration

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Review text

The author studies a (so-called) Markov bidecision process resulting from the standard Markov decision process by incorporating steps of maximization as well as minimization. With the help of an extended optimality equation he constructs a pair of policies, maximizing (resp. minimizing) the total reward in some sense. The pair of policies is found by a policy iteration method.

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Cited in

(4)

• Shortest and longest path problems
• Converging decision processes with multiplicative reward system
• On Markov policies for minimax decision processes
• Threshold probability of non-terminal type in finite horizon Markov decision processes

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