Markov decision processes with time-varying discount factors and random horizon
R Ilhuicatzi-Roldán, H Cruz-Suárez… - Kybernetika, 2017 - dml.cz
This paper is related to Markov Decision Processes. The optimal control problem is to
minimize the expected total discounted cost, with a non-constant discount factor. The …
minimize the expected total discounted cost, with a non-constant discount factor. The …
Solutions of semi-Markov control models with recursive discount rates and approximation by -optimal policies
YH García, J González-Hernández - Kybernetika, 2019 - dml.cz
This paper studies a class of discrete-time discounted semi-Markov control model on Borel
spaces. We assume possibly unbounded costs and a non-stationary exponential form in the …
spaces. We assume possibly unbounded costs and a non-stationary exponential form in the …
[PDF][PDF] SOLUTIONS OF SEMI-MARKOV CONTROL MODELS WITH RECURSIVE DISCOUNT RATES AND APPROXIMATION BY∈-OPTIMAL POLICIES
J González-Hernández, YH Garcıa - kybernetika.cz
This paper studies a class of discrete-time discounted semi-Markov control model on Borel
spaces. We assume possibly unbounded costs and a non-stationary exponential form in the …
spaces. We assume possibly unbounded costs and a non-stationary exponential form in the …