Rangcheng, Jia; Yuanyao, Ding; Shaoxiang, Tang - In: Mathematical Methods of Operations Research 54 (2001) 3, pp. 439-443
The discrete time discounted multi-objective Markov decision model with incomplete state observations is presented. The lexicographically order optimal problem is shown to be equivalent to the optimal problem of a one-reward Markov decision model with complete state observations. Copyright...