Abbad, Mohammed; Rahhali, Khalid - In: Mathematical Methods of Operations Research 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 … most applications this would not be the case, we consider the perturbed version of the weighted reward model. In the case …