Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631747 | Applied Mathematics and Computation | 2010 | 12 Pages |
Abstract
We consider undiscounted semi-Markov decision process with a target set and our main concern is a problem minimizing threshold probability. We formulate the problem as an infinite horizon case with a recurrent class. We show that an optimal value function is a unique solution to an optimality equation and there exists a stationary optimal policy. Also several value iteration methods and a policy improvement method are given in our model. Furthermore, we investigate a relationship between threshold probabilities and expectations for total rewards.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Masahiko Sakaguchi, Yoshio Ohtsubo,