On optimising taboo criteria in Markov decision processes
by Kartikeya Puranam; Michael Katehakis
International Journal of Applied Decision Sciences (IJADS), Vol. 7, No. 1, 2014

Abstract: The standard approach when using a Markov decision process to find an optimal policy is to assume a fixed profit or cost structure. However, in many applied problems it may be not possible to determine profits or costs associated with all states or actions. In such cases we propose the use of taboo first passage reward and taboo first passage time as objectives. In this paper, we investigate problems related to optimising aforementioned taboo measures and we provide two examples.

Online publication date: Sat, 28-Jun-2014

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