scientific article; zbMATH DE number 1107802

MaRDI QIDQ4373756zbMATH OpenFDO

Authors Ilie Mitran

Publication date 21 January 1998

zbMATH Keywords

Charnes-Cooper maximum probability criterionexistence of optimal strategiesrandom decision system with complete connectionssequential decision problem

Mathematics Subject Classification ID

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

Review text

The Charnes-Cooper maximum probability criterion is adopted for a sequential decision problem. Existence of optimal strategies, intervals of guaranteed optimal profit, and existence of optimal trajectories are examined. The relationship between the state \(x_{n+1}\) and the state \(x_n\), \(x_{n+1}= f_n(x_n, d_n)\), where \(d_n\) is the decision taken at trial \(n\), \(f_n\) being a transition function, suggests the implicit presence of a random decision system with complete connections in the spirit of \textit{C. Zidăroiu} [Revue Roum. Math. Pures Appl. 23, 821-827 (1978; Zbl 0395.93043) and 31, 415-421 (1986; Zbl 0606.60050)]. For the entire collection see [Zbl 0878.00064].

Cited in

(3)

• scientific article; zbMATH DE number 3849116 (Why is no real title available?)
• scientific article; zbMATH DE number 3976814 (Why is no real title available?)
• scientific article; zbMATH DE number 5063760 (Why is no real title available?)

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