Markov decision programming–the moment optimal problem for the first-passage model
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Publication:4360074
DOI10.1017/S0334270000000850zbMath0893.90172MaRDI QIDQ4360074
Publication date: 20 October 1997
Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0334270000000850
first-passage model; Markov decision programming; moment optimal problem; policy improvement iteration algorithm
90C40: Markov and semi-Markov decision processes
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