MARKOV DECISION PROCESSES WITH RANDOM HORIZON

DOI10.15807/JORSJ.39.592zbMATH Open0874.90189OpenAlexW2114100855MaRDI QIDQ4347338FDOQ4347338

Authors: Tetsuo Iida, Masao Mori 

Publication date: 7 August 1997

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.39.592

Recommendations

• scientific article; zbMATH DE number 5726545
• Markov decision processes on Borel spaces with total cost and random horizon
• Markov decision processes with time-varying discount factors and random horizon.
• Markov decision processes
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes

zbMATH Keywords

Markov decision processes with random horizonrolling strategies

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40)

Cited In (8)

• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs
• Minimax weight learning for absorbing MDPs
• Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes
• Turnpikes in Finite Markov Decision Processes and Random Walk
• Markov decision processes on Borel spaces with total cost and random horizon
• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes

This page was built for publication: MARKOV DECISION PROCESSES WITH RANDOM HORIZON

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4347338)