Markov decision processes on finite spaces with fuzzy total rewards
Karla Carrero-Vera, Hugo Cruz-Suárez, Raúl Montes-de-Oca (2022)
Kybernetika
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The paper concerns Markov decision processes (MDPs) with both the state and the decision spaces being finite and with the total reward as the objective function. For such a kind of MDPs, the authors assume that the reward function is of a fuzzy type. Specifically, this fuzzy reward function is of a suitable trapezoidal shape which is a function of a standard non-fuzzy reward. The fuzzy control problem consists of determining a control policy that maximizes the fuzzy expected total reward,...