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- W31291808 abstract "In this paper we propose recursive methods in probability control. We maximize the threshold probability that a “total” reward is greater than or equal to a given lower level. We take three types of reward function — general function, forward recursive function and backward recursive function. By three types of imbedding method, we derive a backward recursive equation for maximum probability function. The first is to view any history (alternating sequence of state and decision) as a new state. The second is to incorporate past values (cumulative rewards) in state dynamics. The third is a state expansion by attachment of future values (threshold levels). It is shown that the threshold probability problem has an optimal policy in a common large class." @default.
- W31291808 created "2016-06-24" @default.
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- W31291808 date "2004-01-01" @default.
- W31291808 modified "2023-09-23" @default.
- W31291808 title "Recursive methods in probability control" @default.
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- W31291808 doi "https://doi.org/10.1007/978-4-431-68450-3_3" @default.
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