J Austral Math Soc Ser B 38 pp542--562, 1997.

Markov decision programming - the moment optimal problem for the first-passage model

Liu Jianyong and Liu Ke

(Received 21 July 1994; revised 21 July 1995)

Abstract

In this paper, we discuss MDP-the moment optimal problem for the first-passage model. A policy improvement iteration algorithm is given for finding the k-moment optimal stationary policy.

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Authors

Liu Jianyong
Liu Ke: Institute of Applied Mathematics, Academia Sinica, Beijing 100080, PRC.

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Last Modified: Mon Dec 10 17:04:52 2001