MARKOV DECISION CHAINS IN DISCRETE- AND CONTINUOUS-TIME; A UNIFIED APPROACH

被引：0
|
作者：
Sladky, Karel [1 ]
机构：
[1] Acad Sci Czech Republ, Inst Informat Theory & Automat, Dept Econometr, CR-18208 Prague 8, Czech Republic
来源：
QUANTITATIVE METHODS IN ECONOMICS [MULTIPLE CRITERIA DECISION MAKING XV] | 2010年
关键词：
discrete-time and continuous-time Markov decision chains; discounted and averaging optimality; connections between discounted and averaging models; uniformization; GAIN;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this note we consider Markov decision chains with finite state space in discrete- and continuous-time setting for discounting and averaging optimality criteria. Connections between discounted and averaging optimality along with uniformization methods are employed for producing bounds on optimal discounted and average rewards.
引用
收藏
页码：207 / 219
页数：13
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