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03. 紀要・テクニカルレポート = Bulletin・Technical Report >
Bulletin of the Kyushu Institute of Technology. Pure and applied mathematics >
No.63 >

このアイテムを引用あるいはリンクする場合は次の識別子を使用してください  http://hdl.handle.net/10228/5616

タイトル: Mutually Dependent Decision Processes Models
著者: Fujita, Toshiharu
Kyushu Institute of Technology
発行日: 2016年3月31日
出版者: Kyushu Institute of Technology Faculty of Engineering
抄録: We introduce a new framework for dynamic programming called mutually dependent decision processes (MDDPs). Each MDDPs model is constructed from two or more finite-stage deterministic decision processes. At each stage, the reward in one process depends on the optimal values of the other processes, whose initial state is determined by the current state and decision of the original process. We formulate the MDDPs models and derive their mutually dependent recursive equations by dynamic programming.
URI: http://hdl.handle.net/10228/5616


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