On average reward semi-Markov decision processes with a general multichain structure

On average reward semi-Markov decision processes with a general multichain structure

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Article ID: iaor20072034
Country: United States
Volume: 29
Issue: 2
Start Page Number: 339
End Page Number: 352
Publication Date: May 2004
Journal: Mathematics of Operations Research
Authors: ,
Keywords: programming: dynamic
Abstract:

In this paper we investigate average reward semi-Markov decision processes with a general multichain structure using a data-transformation method. By solving the transformed discrete-time average Markov decision processes, we can obtain significant and interesting information on the original average semi-Markov decision processes. If the original semi-Markov decision processes satisfy some appropriate conditions, then stationary optimal policies in the transformed discrete-time models are also optimal in the original semi-Markov decision processes.

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