Maximization of net revenue per unit of physical output in Markov decision processes
提出了一种新的马尔可夫决策过程最优性准则,目标是最大化单位物理产出(或投入)的平均净收益,适用于生产配额或资源受限的模型,如奶牛替换问题,并给出了迭代算法和数值例子。
A new criterion of optimality in Markov decision processes is discussed. The objective is to maximize the average net revenue per unit of physical output (or input). The criterion is relevant in some production models where a limitation is imposed on the physical output (production quota) or on an input factor (scarce resources). An obvious application is in dairy cow replacement models under milk quotas. Iteration cycles are presented for ordinary completely ergodic Markov decision processes and for hierarchic Markov processes. The consequences of the new criterion are illustrated by a numerical example.