2009年2月
Credibilistic Markov decision processes: The average case
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
- 巻
- 224
- 号
- 1
- 開始ページ
- 140
- 終了ページ
- 145
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1016/j.cam.2008.04.035
- 出版者・発行元
- ELSEVIER SCIENCE BV
Using a concept of random fuzzy variables in credibility theory, we formulate a credibilistic model for unichain Markov decision processes under average criteria. And a credibilistically optimal policy is defined and obtained by solving the corresponding non-linear mathematical programming. Also we give a computational example to illustrate the effectiveness of our new model. (C) 2008 Elsevier B.V. All rights reserved.
- リンク情報
- ID情報
-
- DOI : 10.1016/j.cam.2008.04.035
- ISSN : 0377-0427
- Web of Science ID : WOS:000261980200014