Author： Hu Q. Lee J.E.S.
Publisher： Academic Press
ISSN： 0022-247X
Source： Journal of Mathematical Analysis and Applications, Vol.219, Iss.1, 1998-03, pp. : 1-20
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Abstract
This paper presents a new model: the mixed Markov decision process (MDP) in a semi-Markov environment with discounted criterion. It describes a system which behaves like a MDP except that the system is influenced by its semi-Markov process environment. Following each state transition of the environment, the MDP model changes among discrete time MDP, continuous time MDP, and semi-MDP. After presenting the model, we show the validity of the optimality equation and the existence of varepsilon ]-optimal policies. Finally, the mixed MDP in a Markov environment is transformed into a discrete time MDP. Copyright 1998 Academic Press.
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