论文标题
分段确定性马尔可夫决策过程的有用技术
A useful technique for piecewise deterministic Markov decision processes
论文作者
论文摘要
本文介绍了一种理由，该技术可用于研究一般策略和无界过渡强度的分段确定性马尔可夫决策过程（PDMDP）。该技术从原始技术产生了辅助PDMDP。在讨论和掩盖时，辅助PDMDP具有某些所需的特性，原始PDMDP可能不具有。此外，原始PDMDP中任何策略的性能度量都可以由辅助PDMDP复制，以获得大量的性能标准。作为应用程序，我们将此技术应用于具有总成本标准的风险敏感PDMDP。
This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary PDMDP from the original one. As to be discussed and claified, the auxiliary PDMDP possesses certain desired properties, which may not be possessed by the original PDMDP. Moreover, the performance measure of any policy in the original PDMDP can be replicated by the auxiliary PDMDP for a large class of performance criteria. As an application, we apply this technique to risk-sensitive PDMDPs with total cost criteria.
