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  1. 1 Folia Oeconomica Stetinensia

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  1. 1 Kowal R.

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  1. 1 2009

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Killed Markov Decision Processes for Countable Models for Crash Function Assessment

100%
Kowal R.
Folia Oeconomica Stetinensia
|
2009
|
vol. 8
|
issue 1
99-112
EN
In this article the killed Markov decision processes for countable models on finite time interval are considered. The existence of a uniform ε-optimal policy is proved. The correctness of the fundamental equation is shown. The optimal control problem is reduced to a similar problem for derived model. Also, the optimality equation and method for simple optimal policies constructing is received. A sufficient condition of simple policies for countable models is proved. The correctness of the Markovian property is shown. Additionally dynamic programming principle is considered.
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