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Markov decision programming–the moment optimal problem for the first-passage model

Published online by Cambridge University Press:  17 February 2009

Liu Jianyong  and
Liu Ke
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Abstract

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In this paper, we discuss MDP-the moment optimal problem for the first-passage model. A policy improvement iteration algorithm is given for finding the k-moment optimal stationary policy.

Type
Research Article
Information
The ANZIAM Journal , Volume 38 , Issue 4 , April 1997 , pp. 542 - 562
Copyright
Copyright © Australian Mathematical Society 1997

References

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