Shpak P.R., Yeleyko Y.I.
Assessment and optimal policies of semi-continuous killed Markov decision processes

We consider killed Markov decision processes with uncountable sets of states and controls on finite time interval. We provide definitions of killed Markov decision process, assessment of the path, and optimal strategy and prove the fundamental equation for the case where set of states and set of controls are measurable spaces. We propose a method to construct the optimal strategy and prove the existence of uniformly optimal strategy in the case where set of states and set of controls are separable metric spaces. © 2016, Springer Science+Business Media New York.

Keywords: fundamental equation, killed Markov decision process, optimal strategy, path assessment, uniformly optimal strategy, Behavioral research, Learning algorithms, Markov processes, Finite time intervals, Fundamental equations, Markov Decision Processes, Measurable space, Optimal strategies, path assessment, Semi-continuous, Separable metric spaces, Optimal systems

Cite:
Shpak P.R., Yeleyko Y.I. (2016). Assessment and optimal policies of semi-continuous killed Markov decision processes. Cybernetics and Systems Analysis, 52 (4), 155-160. doi: https://doi.org/10.1007/s10559-016-9865-7 http://jnas.nbuv.gov.ua/article/UJRN-0001294513 [In Russian].