Abbad, Mohammed; Rahhali, Khalid - In: Computational Statistics 60 (2004) 2, pp. 251-265
In this paper, Weighted reward Perturbed Markov Decision Processes with finite state and countable action spaces (semi …-infinite WMDP for short) are considered. The ”weighted reward” refers to appropriately normalized convex combination of the … discounted and the long-run average reward criteria. This criterion allows the controller to trade-off short-term rewards versus …