Continuous time Markov decision programming (shortly, CTMDP) with discount return criterion investigated in this note is {S,[(A(i), (i)), i∈S], q, r, α}. In this model the state set S is countable; the action set A(...Continuous time Markov decision programming (shortly, CTMDP) with discount return criterion investigated in this note is {S,[(A(i), (i)), i∈S], q, r, α}. In this model the state set S is countable; the action set A(i)is non-empty, (i)is a σ-algebra on A(i) which contains all single point sets of A(i); the family of the transition rate q(j|i, a)展开更多
文摘Continuous time Markov decision programming (shortly, CTMDP) with discount return criterion investigated in this note is {S,[(A(i), (i)), i∈S], q, r, α}. In this model the state set S is countable; the action set A(i)is non-empty, (i)is a σ-algebra on A(i) which contains all single point sets of A(i); the family of the transition rate q(j|i, a)
