Equivalence classes for optimizing risk models in Markov decision processes.

DOI10.1007/S001860400361zbMATH Open1107.90040OpenAlexW2057703703MaRDI QIDQ703147FDOQ703147

Authors: Yoshio Ohtsubo, Kenji Toyonaga 

Publication date: 11 January 2005

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860400361

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Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Cited In (7)

• Markov decision processes with a target set for minimum criteria
• Stochastic sequential assignment problem with threshold criteria
• Stochastic shortest path problems with associative accumulative criteria
• A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
• Markov decision processes associated with two threshold probability criteria
• Optimal threshold probability and expectation in semi-Markov decision processes
• Optimal threshold probability in undiscounted Markov decision processes with a target set.

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