随机环境SMDP的弱收敛逼近

Weak convergence approximation of the stochastic circumstance SMDP

在随机环境半马氏决策过程的计算方法中,直接从最优方程求最优策略或求ε最优值函数都会遇到困难。

In the computational method of the SemiMarkov decision processes of stochastic circumstance, we could run into a difficulty if we want to direcrly find the ε optimal strategy or the optimal value function from the optimal equation. In this paper the weak convergence approximition is discussed and we supplied a method about the approximate calculation on this class.