无界报酬非时齐折扣马氏决策模型  

A NON-STATIONARY DISCOUNTED MARKOVIAN DECISION MODEL WITH UNBOUNDED REWARDS

作　　者：邱德华 

机构地区：[1]衡阳师范高等专科学校数学系,衡阳421008

出　　处：《衡阳师专学报》1997年第6期16-22,共7页Journal of Hengyang Normal University

摘　　要：讨论了无界报酬非时齐折扣马氏决策模型，且折扣因子βt依赖于前一阶段所处的状态和采取的行动，从而推广了常数折扣因子的马氏决策模型，在一定的假设下，得到了最优方程，证明了存在ε-最优马氏策略。In this paper, a non-stationary discounted Markovian Decision model with unbounded rewards is investigated, in which the discount factor β_t is dependent of the state and the action taken before last step of the system, under some assumptions, the optimality equations are established, and the existence of an ε-optimal policy is proved.

关 键 词：非时齐折扣 马氏决策模型 无界报酬 最优方程 

分 类 号：O225[理学—运筹学与控制论]