A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates

DOI10.1007/S11425-015-5029-XzbMATH Open1327.90367OpenAlexW2255815948MaRDI QIDQ887375FDOQ887375

Authors: XiaoLong Zou, Xianping Guo, Xiangxiang Huang 

Publication date: 26 October 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-015-5029-x

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zbMATH Keywords

first passage timesemi-Markov decision processesoptimal policyiteration algorithmloss raterisk probability

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)

Cites Work

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Cited In (14)

• Profit maximization and risk minimization in semi-Markovian networks
• Optimal risk probability for first passage models in semi-Markov decision processes
• Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
• Nonstationary Markov decision processes with risk probability criteria
• First passage risk probability optimality for continuous time Markov decision processes
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
• Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate.
• First passage risk probability minimization for piecewise deterministic Markov decision processes
• Discrete-time zero-sum Markov games with first passage criteria
• Minimum risk probability for finite horizon semi-Markov decision processes
• Convergence of Markov decision processes with constraints and state-action dependent discount factors
• The risk probability criterion for discounted continuous-time Markov decision processes
• A Direct Approach to a First-Passage Problem with Applications in Risk Theory
• A risk minimization problem for finite horizon semi-Markov decision processes with loss rates

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