UTILITY CRITERION FOR MARKOV DECISION-PROCESSES

被引：59

作者：

JAQUETTE, SC ^{[1
]}

机构：

[1] SYST CONTROL INC,PALO ALTO,CA 94306

来源：

MANAGEMENT SCIENCE | 1976年 / 23卷 / 01期

关键词：

D O I：

10.1287/mnsc.23.1.43

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：43 / 49

页数：7

共 14 条

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DREZE, JH ;

MODIGLIA.F .

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[2] RISK-SENSITIVE MARKOV DECISION PROCESSES [J].

HOWARD, RA ;

MATHESON, JE .

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[3] MARKOV DECISION PROCESSES WITH A NEW OPTIMALITY CRITERION - CONTINUOUS TIME [J].

JAQUETTE, SC .

ANNALS OF STATISTICS, 1975, 3 (02) :547-553

[4] MARKOV DECISION PROCESSES WITH A NEW OPTIMALITY CRITERION - DISCRETE-TIME [J].

JAQUETTE, SC .

ANNALS OF STATISTICS, 1973, 1 (03) :496-505

[5] MARKOV DECISION PROCESSES WITH A NEW OPTIMALITY CRITERION - SMALL INTEREST RATES [J].

JAQUETTE, SC .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06) :1894-1901

[6] RISK INDEPENDENCE AND MULTIATTRIBUTED UTILITY FUNCTIONS [J].

KEENEY, RL .

ECONOMETRICA, 1973, 41 (01) :27-34

[7] RISK INDEPENDENCE AXIOM [J].

POLLAK, RA .

ECONOMETRICA, 1973, 41 (01) :35-39

[8] ADDITIVE VON NEUMANN-MORGENSTERN UTILITY FUNCTIONS [J].

POLLAK, RA .

ECONOMETRICA, 1967, 35 (3-4) :485-&

[9] OPTIMALITY OF STRUCTURED POLICIES IN COUNTABLE STAGE DECISION PROCESSES [J].

PORTEUS, EL .

MANAGEMENT SCIENCE, 1975, 22 (02) :148-157

[10]

PORTEUS EL, 1974, 141 STANF U GRAD SCH

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