Abstract
In this paper we discuss MDP with distribution function criterion of first-passage time. Some properties of several kinds of optimal policies are given. Existence results and algorithms for these optimal policies are given in this paper.
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Accepted 24 July 2000. Online publication 12 April 2001.
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Jianyong, L., Huang, S. Markov Decision Processes with Distribution Function Criterion of First-Passage Time . Appl Math Optim 43, 187–201 (2001). https://doi.org/10.1007/s00245-001-0007-9
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DOI: https://doi.org/10.1007/s00245-001-0007-9