2013 Fiscal Year Final Research Report
Mutually Dependent Decision Processes
| Project/Area Number |
23654038
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Multi-year Fund |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Kyushu Institute of Technology |
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Principal Investigator |
TOSHIHARU Fujita 九州工業大学, 工学(系)研究科(研究院), 准教授 (60295003)
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| Project Period (FY) |
2011 – 2013
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| Keywords | 動的計画 / 相互依存型決定過程 / マルコフ決定過程 / 非直列推移システム |
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| Research Abstract |
In this study, we introduced a new framework for decision process model. It is called mutually dependent decision processes (MDMDP) that exhibit recursive mutual dependence. Our model is structured upon more than two types of finite-stage decision processes. For simplicity, we describe a case that two types of finite-stage decision processes: main-process and sub-process. At each stage, the reward in one process is given by the optimal value of the alternative process problem. Those structure recursively appears in MDMDP. We formulated some MDMDP models with deterministic and stochastic transition systems and derived mutually dependent recursive equations by dynamic programming. The models enable easier treatment of some classes of complex multi-stage decision processes.
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