NEW CLASS OF POLICIES IN VECTOR-VALUED MARKOV DECISION PROCESSES

摘要

For a vector-valued Markov decision process with discounted reward criterion, we introduce a new class of policies called the semi-stationary policies and show that an optimal semi-stationary policy that attains the extreme points of the set of rewards induced by all policies can be described as a combination of optimal stationary policies. (C) 1996 Academic Press, Inc. [References: 5]