Credibilistic Markov decision processes: The average case
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摘要
Using a concept of random fuzzy variables in credibility theory, we formulate a credibilistic model for unichain Markov decision processes under average criteria. And a credibilistically optimal policy is defined and obtained by solving the corresponding non-linear mathematical programming. Also we give a computational example to illustrate the effectiveness of our new model.
论文关键词:Credibility,Markov decision processes,Random fuzzy variable,Credibilistically optimal policy
论文评审过程:Received 5 September 2007, Revised 9 April 2008, Available online 1 May 2008.
论文官网地址:https://doi.org/10.1016/j.cam.2008.04.035