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インターネットで読める国立国会図書館全国の図書館
- 要約等We consider a threshold probability optimization problem over controlled Markov chains. The problem is which class of policies ......e optimize the threshold probability in and how we find an optimal policy. This paper formulates the optimization problem in general (large) class and presents a pair of primal and dual methods. A primal method is based upon state-expansion with cumulative rewards up to date and a dual is with threshold levels for the remaining process. We derive duality theorem and consistency ......, which show that optimal solutions characterize each other. Further a typical model with Bellman and Zadeh's data is illustra...
- 著者標目Seiichi Iwamoto Takayuki Ueno
デジタル記事
インターネットで読める全国の図書館
- 件名経済学 economics Threshold Probability Bellman and Zadeh
- 関連情報經濟學研究 || 73(1) || p19-33 Journal of political economy || 73(1) || p19-33 http://.......econ.kyushu-u.ac.jp/
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