Percentiles and markovian decision processes

  • Authors:

  • Jerzy A. Filar

  • Affiliations:

  • Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, MD 21218, U.S.A.

  • Venue:
  • Operations Research Letters
  • Year:
  • 1983

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Abstract

In a Markovian Decision Process in which the rewards are ordinal rather than cardinal, the decision-maker may be interested in a policy attaining desirable outcomes 'sufficiently' often. Here we define such policies more precisely and point out that they can be computed by known techniques.