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.
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页码：207 / 219
页数：13
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