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Killed Markov Decision Processes for Countable Models for Crash Function Assessment

Author

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  • Kowal Robert

    (Faculty of Management and Administration, University of Humanities and Natural Sciences, Świętokrzyska 21, 25-406 Kielce)

Abstract

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.

Suggested Citation

  • Kowal Robert, 2009. "Killed Markov Decision Processes for Countable Models for Crash Function Assessment," Folia Oeconomica Stetinensia, Sciendo, vol. 8(1), pages 99-112, January.
    • Handle: RePEc:vrs:foeste:v:8:y:2009:i:1:p:99-112:n:1
    DOI: 10.2478/v10031-009-0003-9
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