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Markov Decision Problems with Expected Utility Criteria

David M. KrepsStanford University. Department of Operations Research

出版	Graduate School of Business, Stanford University, 1975
URL	http://books.google.com.hk/books?id=3c8EAAAAIAAJ&hl=&source=gbs_api

註釋

Finite state and action Markov decision problems with expected utility criteria are analyzed. A Markov decision chain (or sequential decision process) is defined in the usual manner. But instead of seeking to maximize the expected sum (or product) of rewards, the objective is maximization of the expectation of some cardinal utility function defined on the sequence of rewards.