On the General Utility of Discounted Markov Decision Processes |
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| Authors: | Y. Kadota M. Kurano M. Yasuda |
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| Affiliation: | Department of Mathematics, Chiba University, Japan;Department of Mathematics, Chiba University, Japan;Department of Mathematics, Chiba University, Japan |
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| Abstract: | We will discuss an expected utility of rewards which are generated by Markov decision processes. This is applied to the optimal stopping problem with a utility treatment. Also a combined model of the decision processes and the stopping problem, called a stopped Markov decision, is considered under the utility. |
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| Keywords: | Markov decision processes utility function stopped decision processes optimal policy. |
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