Discounted semi-markov decision process in a semi-markov environment

Abstract

This paper presents the discounted semi-Markov decision process (SMDP) with Borel state space in a semi-Markov environment. It describes a system which behaves like a SMDP except that the system is influenced by its semi-Markov process environment. Following each state transition of the environment, the parameters of the SMDP changes. After present me the model, we show the validity of the optimality equation and the existence of ∊-optimal policies

Keywords:

• Semi-Markov Decision Processes
• Semi-Markov Environment
• Discounted Criterion