Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.

DOI10.14736/KYB-2024-3-0357MaRDI QIDQ6584517zbMATH OpenFDO

Authors Haifeng Huo, Jinhua Cui, Xian Wen

Publication date 7 August 2024

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14736/KYB-2024-3-0357

zbMATH Keywords

optimal policypiecewise deterministic Markov decision processesrisk probability criterionvalue iteration algorithm

Mathematics Subject Classification ID

Distribution theory (60Exx) Markov and semi-Markov decision processes (90C40)

Cites work

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