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On a class of non-Markov decision processes

Published online by Cambridge University Press:  14 July 2016

K. D. Glazebrook
K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
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Abstract

The optimal strategy for a class of non-Markov decision processes is characterised and has the property that changes of action may occur between successive transitions of the process. Results are given which enable the optimal strategy to be computed iteratively.

Keywords

BANDIT PROCESSESDYNAMIC ALLOCATION INDEXDYNAMIC PROGRAMMINGMARKOV AND SEMI-MARKOV DECISION PROCESSES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 15 , Issue 4 , December 1978, pp. 689 - 698
Copyright
Copyright © Applied Probability Trust 1978 

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References

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