We consider an optimal stopping problem with a discrete time stochastic process where a criterion is a threshold probability. We first obtain the fundamental characterization of an optimal value and… (More)

In rescue operation with a group of rescue robots, the robot has an ability to move around freely even if there are doors parting rooms. Since Great Hanshin Awaji earthquake, the rescue robot series… (More)

We consider a minimizing risk model in a stochastic shortest path problem in which for each node of a graph we select a probability distribution over the set of successor nodes so as to reach a given… (More)

We consider eight problems in which we maximize or minimize threshold probabilities in discounted Markov decision processes with bounded reward set. We show that such problems are classified to two… (More)

We consider a stochastic shortest path problem with associative criteria in which for each node of a graph we choose a probability distribution over the set of successor nodes so as to reach a given… (More)

We consider undiscounted semi-Markov decision process with a target set and our main concern is a problem minimizing threshold probability. We formulate the problem as an infinite horizon case with a… (More)