Optimal threshold probability and expectation in semi-Markov decision processes

DOI10.1016/j.amc.2010.04.007zbMath1203.90174MaRDI QIDQ984324

Yoshio Ohtsubo, Masahiko Sakaguchi

Publication date: 19 July 2010

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

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.007

zbMATH Keywords

stochastic order; semi-Markov decision process; value iteration; existence of optimal policy; optimal threshold probability; policy improvement method

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

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