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A Solution to a Countable System of Equations Arising in Markovian Decision Processes

机译：马尔可夫决策过程中可数等式方程组的一种解法

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A countable system of equations arising in Markovian decision processes is studied. Conditions are given ensuring the existence and uniqueness of an explicit solution to the system. (Author)

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Derman, C.; Veinott, A. F.;
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年度 1966
页码 p.1-2
总页数 2
原文格式 PDF
正文语种 eng
中图分类
关键词
Dynamic programming ; Statistical processes ; Decision theory;

机译：动态规划;统计过程;决策理论;

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专利

1. Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping [J] . Dragan V., Morozan T. Journal of Differential Equations . 2003,第1期

机译：与线性随机系统的马尔可夫跳跃有关的矩阵有理微分方程组
2. COUNTABLE STATE MARKOV DECISION PROCESSES WITH UNBOUNDED JUMP RATES AND DISCOUNTED COST: OPTIMALITY EQUATION AND APPROXIMATIONS [J] . Blok H., Spieksma F. M. Advances in applied probability . 2015,第4期

机译：跳率无限制且成本折扣的可数状态马尔可夫决策过程：最优性方程和逼近
3. The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees [J] . Guo Pei-Chang, Xu Shu-Fang Calcolo . 2015,第3期

机译：修正的Newton-Shamanskii方法用于求解马尔可夫二叉树中的二次矢量方程
4. Maximal Solution to Perturbed Algebraic Riccati Equations Arising in Markovian Jump Control Revisited [C] . Jack Baczynski, Marcelo D. Fragoso, The Institute of Electrical and Electronics EngineersInc. IEEE Conference on Decision and Control . 2005

机译：Markovian Jump Control中出现的扰动代数Riccati方程的最大解决方案重新审视
5. Numerical solutions of matrix equations arising in model reduction of large-scale linear -time -invariant systems. [D] . Nong, Hung Dinh. 2009

机译：大型线性时不变系统模型简化中产生的矩阵方程的数值解。
6. A Special Class of Solutions of the Equations of the Gravitational Field Arising from Certain Gauge-Invariant Action Principles [O] . H. A. Buchdahl 1948

机译：某些规范不变作用原理引起的引力场方程的一类特殊解
7. COUNTABLE STATE MARKOVIAN DECISION PROCESSES UNDER THE DOEBLIN CONDITIONS [O] . Yoshinobu Kadota 1979

机译：Deeblin条件下的可数状态马尔可维亚决策过程
8. A solution to a countable system of equations arising in Markovian decision processes Technical report no. 89 [R] . Derman, C., Veinott, A. F., Jr. 1966

机译：马尔可夫决策过程中可计算的方程组的解决方案技术报告no。 89

A Solution to a Countable System of Equations Arising in Markovian Decision Processes

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