Decision Processes with Total-Cost Criteria
نویسندگان
چکیده
منابع مشابه
Decision Processes with Total-cost Criteria'
By a decision process is meant a pair (X, r), where X is an arbitrary set (the state space), and r associates to each point x in X an arbitrary nonempty collection of discrete probability measures (actions) on X. In a decision process with nonnegative costs depending on the current state, the action taken, and the following state, there is always available a Markov strategy which uniformly (nea...
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This paper is the third in a series on constrained Markov decision processes (CMDPs) with a countable state space and unbounded cost. In the previous papers we studied the expected average and the discounted cost. We analyze in this paper the total cost criterion. We study the properties of the set of occupation measures achieved by diierent classes of policies; we then focus on stationary poli...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1981
ISSN: 0091-1798
DOI: 10.1214/aop/1176994470