Markov decision processes with distribution function criterion of first-passage time

Applied Mathematics and Optimization

Volumn 43, Issue 3, 2001, Pages 187-201

  Liu, Jianyong ^a   Siming, Huang ^b  

^a INSTITUTE OF APPLIED MATHEMATICS   (China)

^b Chinese Academy of Sciences   (China)

Author keywords

Distribution function of first passage time; Markov decision processes; Optimal policy; Reliability

Indexed keywords

ALGORITHMS; CONFORMAL MAPPING; DECISION THEORY; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RELIABILITY; THEOREM PROVING;

DISTRIBUTION FUNCTION; FIRST PASSAGE TIME; MARKOV DECISION PROCESSES; OPTIMAL POLICY;

MARKOV PROCESSES;

EID: 0242709436     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-001-0007-9     Document Type: Article

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