Discounted Markov decision processes with fuzzy costs
This article concerns a class of discounted Markov decision processes on Borel spaces where, in contrast with the classical framework, the cost function is a fuzzy function of a trapezoidal type, which is determined from a classical cost function by applying an affine transformation with fuzzy coefficients. Under certain conditions ensuring that the classical (or standard) model with a cost function has an optimal stationary policy with the optimal cost , it is shown that such a policy...