Optimal risk probability for first passage models in semi-Markov decision processes

Journal of Mathematical Analysis and Applications

Volumn 359, Issue 1, 2009, Pages 404-420

  Huang, Yonghui ^a   Guo, Xianping ^a  

^a SUN YAT SEN UNIVERSITY   (China)

Author keywords

First passage time; Optimal policy; Risk probability; Semi Markov decision processes; Target set

Indexed keywords

EID: 67649870308     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2009.05.058     Document Type: Article

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