Optimal threshold probability and policy iteration in semi-Markov decision processes

MaRDI QIDQ3565692zbMATHFDO

Authors Masahiko Sakaguchi, Yoshio Ohtsubo

Publication date 7 June 2010

Full work available at URL http://ijpam.eu/contents/2010-59-2/11/11.pdf

zbMATH Keywords

value iterationsemi-Markov decision processexistence of optimal policyoptimal threshold probabilitypolicy improvement method

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)

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Cited in

(9)

• Optimal threshold probability in undiscounted Markov decision processes with a target set.
• Markov decision processes associated with two threshold probability criteria
• A novel use of value iteration for deriving bounds for threshold and switching curve optimal policies
• Threshold probability of non-terminal type in finite horizon Markov decision processes
• Computing semi-stationary optimal policies for multichain semi-Markov decision processes
• Optimal threshold probability and expectation in semi-Markov decision processes
• Optimal risk probability for first passage models in semi-Markov decision processes
• An optimal threshold policy in applications of a two-state Markov process
• scientific article; zbMATH DE number 2041503 (Why is no real title available?)

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