Weighted discounted Markov decision processes with perturbation |
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Authors: | Liu Ke |
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Affiliation: | (1) Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080 Beijing, China |
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Abstract: | In this paper we consider the weighted reward discounted Markov Decision Processes orMDP's, for short, with perturbation. We give the proof of existence of an optimal simple ulti-mately deterministic policy for process We also prove that there exists a -optimalsimple ultimately deterministic policy in the perturbed weighted MDP, for all Finally weprove the following result: If is an optimal policy of then for any >0 there existsan -neighborhood B(D) such that when D1 B(D), is a -optimal policy of |
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Keywords: | Markov decision processes perturbation optimal policy |
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