Markov decision processes with distribution function criterion of first-passage time

DOI10.1007/s00245-001-0007-9zbMath1014.90110OpenAlexW2010559195MaRDI QIDQ5945718

Jianyong Liu, Siming Huang

Publication date: 14 October 2001

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-001-0007-9

zbMATH Keywords

reliabilityMarkov decision processesoptimal policies

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40)

Related Items (10)

Constrained Markov decision processes with first passage criteria ⋮ First passage problems for nonstationary discrete-time stochastic control systems ⋮ First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors ⋮ First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Unnamed Item ⋮ Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors ⋮ Optimal risk probability for first passage models in semi-Markov decision processes ⋮ First passage risk probability optimality for continuous time Markov decision processes ⋮ On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes

This page was built for publication: Markov decision processes with distribution function criterion of first-passage time