Performance optimization for countable semi-Markov decision processes with discounted-cost

Bao Qun Yin; Yan Jie Li; Ya Ping Zhou; Hong Sheng Xi

Performance optimization for countable semi-Markov decision processes with discounted-cost

Bao Qun Yin^*
, Yan Jie Li
, Ya Ping Zhou
, Hong Sheng Xi

^*Corresponding author for this work

University of Science and Technology of China

Research output: Contribution to journal › Article › peer-review

Abstract

The problem of discounted-cost performance optimization is addressed for a class of countable semi-Markov decision processes (CSMDPs). By using an equivalent Markov process, the discounted Poisson equation is proposed for a CSMDP. This equation is used to define the α-potential, based on which the optimality equation satisfied by the optimal stationary policy is derived. The existence of solutions to the optimality equation is discussed and some sufficient conditions for the existence of solutions are given.

Original language	English
Pages (from-to)	933-936
Number of pages	4
Journal	Kongzhi yu Juece/Control and Decision
Volume	21
Issue number	8
State	Published - Aug 2006
Externally published	Yes

Keywords

Countable semi-Markov decision processes
Discounted Poisson equation
Discounted performance criteria
Optimality equations
α-potential

Cite this

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title = "Performance optimization for countable semi-Markov decision processes with discounted-cost",

abstract = "The problem of discounted-cost performance optimization is addressed for a class of countable semi-Markov decision processes (CSMDPs). By using an equivalent Markov process, the discounted Poisson equation is proposed for a CSMDP. This equation is used to define the α-potential, based on which the optimality equation satisfied by the optimal stationary policy is derived. The existence of solutions to the optimality equation is discussed and some sufficient conditions for the existence of solutions are given.",

keywords = "Countable semi-Markov decision processes, Discounted Poisson equation, Discounted performance criteria, Optimality equations, α-potential",

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N2 - The problem of discounted-cost performance optimization is addressed for a class of countable semi-Markov decision processes (CSMDPs). By using an equivalent Markov process, the discounted Poisson equation is proposed for a CSMDP. This equation is used to define the α-potential, based on which the optimality equation satisfied by the optimal stationary policy is derived. The existence of solutions to the optimality equation is discussed and some sufficient conditions for the existence of solutions are given.

AB - The problem of discounted-cost performance optimization is addressed for a class of countable semi-Markov decision processes (CSMDPs). By using an equivalent Markov process, the discounted Poisson equation is proposed for a CSMDP. This equation is used to define the α-potential, based on which the optimality equation satisfied by the optimal stationary policy is derived. The existence of solutions to the optimality equation is discussed and some sufficient conditions for the existence of solutions are given.

KW - Countable semi-Markov decision processes

KW - Discounted Poisson equation

KW - Discounted performance criteria

KW - Optimality equations

KW - α-potential

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M3 - 文章

AN - SCOPUS:33749867255

SN - 1001-0920

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JF - Kongzhi yu Juece/Control and Decision

IS - 8

ER -

Performance optimization for countable semi-Markov decision processes with discounted-cost

Abstract

Keywords

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