Properties of the Optimality Equation and Optimal Policies in Discrete Time Markov Decision Processes and Their Applications
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概要
- 論文の詳細を見る
This paper investigates properties of the optimaiity equation and optimal policies in discrete time Markov decision processes with expected discounted total rewards. Under conditions where the model is well defined and the optimaiity equation is true, it is shown that as a solution of the optimaiity equation, the solution called optimal value function is always the smallest one, and is also the unique one under another weak condition. Moreover, a structure of optimal policies is discussed. Finally, these properties are applied to state feedback control of discrete event systems with a numerical example.
- 甲南大学の論文
- 2003-07-31
著者
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Yue Wuyi
Department of Intelligence and Informatics Konan University
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Yue Wuyi
Department Of Information Science And Systems Engineering Konan University
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HU Qiying
College of International Business & Management Shanghai University
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Yue Wuyi
Department Of Information Science And System Engineering Konan University
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Hu Q
Coll. Of International Business And Management Shanghai Univ. Shanghai Chn
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