Perceptive evaluation for the optimal discounted reward in markov decision processes

  • Authors:
  • Masami Kurano;Masami Yasuda;Jun-ichi Nakagami;Yuji Yoshida

  • Affiliations:
  • Dep of Math, Chiba University, Japan;Dep of Math & Infor, Chiba University, Japan;Dep of Math & Infor, Chiba University, Japan;Fac of Econo. & Business Administ, The University of Kitakyushu, Japan

  • Venue:
  • MDAI'05 Proceedings of the Second international conference on Modeling Decisions for Artificial Intelligence
  • Year:
  • 2005

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Abstract

We formulate a fuzzy perceptive model for Markov decision processes with discounted payoff in which the perception for transition probabilities is described by fuzzy sets. Our aim is to evaluate the optimal expected reward, which is called a fuzzy perceptive value, based on the perceptive analysis. It is characterized and calculated by a certain fuzzy relation. A machine maintenance problem is discussed as a numerical example.