排序方式: 共有1条查询结果,搜索用时 15 毫秒
1
1.
Q. X. Zhu 《Mathematical Methods of Operations Research》2007,65(3):519-538
This paper studies both the average sample-path reward (ASPR) criterion and the limiting average variance criterion for denumerable discrete-time Markov decision processes. The rewards may have neither upper nor lower bounds. We give sufficient conditions on the system’s primitive data and under which we prove the existence of ASPR-optimal stationary policies and variance optimal policies. Our conditions
are weaker than those in the previous literature. Moreover, our results are illustrated by a controlled queueing system.
Research partially supported by the Natural Science Foundation of Guangdong Province (Grant No: 06025063) and the Natural
Science Foundation of China (Grant No: 10626021). 相似文献
1