Article ID: | iaor2003712 |
Country: | Germany |
Volume: | 54 |
Issue: | 3 |
Start Page Number: | 439 |
End Page Number: | 443 |
Publication Date: | Jan 2001 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Rangcheng J., Yuanyao D., Shaoxiang T. |
The discrete time discounted multi-objective Markov decision model with incomplete state observations is presented. The lexicographically order optimal problem is shown to be equivalent to the optimal problem of a one-reward Markov decision model with complete state observations.