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Constrained dynamic programming with two discount factors: Applications and an algorithm
DOI:10.1109/9.751365.png)
摘要
En 中文
We consider a discrete time Markov Decision Process, where the objectives are linear combinations of standard discounted rewards, each with a different discount factor, We describe several applications that motivate the recent interest in these criteria, For the special case where a standard discounted cost is to be minimized, subject to a constraint on another standard discounted cast but with a different discount factor, we provide an implementable algorithm for computing an optimal policy.
Keyword:
algorithm
application
discounting
dynamic programming
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期刊
IF:
7
论文数:
1.3W
被引数:
6.7W
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