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Discrete-Time Hybrid Decision Processes: The Discounted Case
Graduate School of Science, Chiba University, Chiba, Japan
Graduate School of Science, Chiba University, Chiba, Japan
Nagoya City University, Nagoya, Japan
- 1 Graduate School of Science, Chiba University, Chiba, Japan
- 2 Graduate School of Science, Chiba University, Chiba, Japan
- 3 Nagoya City University, Nagoya, Japan
Applied Mathematics·Volume 04 (2013)·Pages 1490–1494·Published 15 October 2013·DOI10.4236/am.2013.411201
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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.
KeywordsHybrid Decision ProcessDiscounted Reward CriteriaOptimal EquationChance SpaceFixed Point Theorem
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