White and Furukawa have discussed vector-valued Markovian decision programming (VMDP). The relations between finite horizon and infinite horizon about VMDP were discussed in [1]. Furukawa generalized the iteration alg...White and Furukawa have discussed vector-valued Markovian decision programming (VMDP). The relations between finite horizon and infinite horizon about VMDP were discussed in [1]. Furukawa generalized the iteration algorithm from the scalar case into the vector case, and gave the method to find all optimal policies. His algorithm is described briefly in the following way: Starting with any stationary policy, we展开更多
基金Project supported by the National Natural Science Foundation of China.
文摘White and Furukawa have discussed vector-valued Markovian decision programming (VMDP). The relations between finite horizon and infinite horizon about VMDP were discussed in [1]. Furukawa generalized the iteration algorithm from the scalar case into the vector case, and gave the method to find all optimal policies. His algorithm is described briefly in the following way: Starting with any stationary policy, we
