Ghosh, Mrinal K and Saha, Subhamay (2012) Non-Stationary Semi-Markov Decision Processes on a Finite Horizon. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 31 (1). pp. 183-190.
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Official URL: http://dx.doi.org/10.1080/07362994.2013.741405
Abstract
We introduce and study a class of non-stationary semi-Markov decision processes on a finite horizon. By constructing an equivalent Markov decision process, we establish the existence of a piecewise open loop relaxed control which is optimal for the finite horizon problem.
| Item Type: | Journal Article |
|---|---|
| Publication: | STOCHASTIC ANALYSIS AND APPLICATIONS |
| Publisher: | TAYLOR & FRANCIS INC |
| Additional Information: | Copyright for this article belongs to TAYLOR & FRANCIS INC, USA |
| Keywords: | Finite horizon;Markov decision processes;Non-stationary semi-Markov decision processes;Piecewise open loop relaxed control;93E20;60J75 |
| Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
| Date Deposited: | 02 Mar 2013 04:57 |
| Last Modified: | 02 Mar 2013 04:57 |
| URI: | http://eprints.iisc.ac.in/id/eprint/45963 |
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