Maximizing the probability of attaining a target prior to extinction, general state space

HIGHLIGHTS

• who: DebasishChatterjee from the (UNIVERSITY) have published the article: Maximizing the probability of attaining a target prior to extinction, general state space, in the Preprint: Arxiv of 27/Nov/2009
• what: The authors demonstrate how the maximization of this probability can be computed through the maximization of an expected total reward until the first hitting time to either the target or the cemetery set. Maximizing V (u03c0, x) over u03c0 u2208 u03a0 is a different formulation of the objective of the problem (2.6). Just as in u00a72.2, for the purposes of this subsection . . .
  

   

  

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