Perceptive Evaluation for the Optimal Discounted Reward in Markov Decision Processes

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. Keywords : Fuzzy perceptive model, Markov decision process, fuzzy perceptive reward, optimal policy function.

• Type: Conference
• Year: 2005
• Where: MDAI
• Authors: Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
• Keywords: Fuzzy Perceptive Model, Fuzzy Perceptive Reward, Fuzzy Perceptive Value, MDAI 2005