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Discrete-Time Hybrid Decision Processes: The Discounted Case

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DOI: 10.4236/am.2013.411201    2,358 Downloads   3,465 Views  

ABSTRACT

This paper is a sequel to Kageyama et al. [1], in which a Markov-type hybrid process has been constructed and the corresponding discounted total reward has been characterized by the recursive equation. The objective of this paper is to formulate a hybrid decision process and to give the existence and characterization of optimal policies.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Yang, B. , Hou, P. and Kageyama, M. (2013) Discrete-Time Hybrid Decision Processes: The Discounted Case. Applied Mathematics, 4, 1490-1494. doi: 10.4236/am.2013.411201.

References

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http://dx.doi.org/10.1007/s10700-011-9109-2
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