首页 | 本学科首页   官方微博 | 高级检索  
     检索      

具有平均费用的非平稳Markov决策过程
引用本文:魏力仁.具有平均费用的非平稳Markov决策过程[J].经济数学,1995(1).
作者姓名:魏力仁
作者单位:湖南师范大学
摘    要:本文研究了在一般状态空间具有平均费用的非平稳Markov决策过程,把在平稳情形用补充的折扣模型的最优方程来建立平均费用的最优方程的结果,推广到非平稳的情形.利用这个结果证明了最优策略的存在性.

关 键 词:Markov决策过程,平均费用准则,最优策略

NONSTATIONARY MARKOV DECISION PROCESSES WITH AVERAGE COST
Wei Liren.NONSTATIONARY MARKOV DECISION PROCESSES WITH AVERAGE COST[J].Mathematics in Economics,1995(1).
Authors:Wei Liren
Abstract:A nonstationary Markov decision processes with average cost is investigated in the case of the general state space. The results of the optimality equations for average cost established by the optimality equations of a complement discounted model under the case of stationary are extended to the case of nonstationary. By use of this result,the existence of an optimal policy is proved.
Keywords:Markov decision processes  Average cost criterion  optimal policy
本文献已被 CNKI 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号