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Markov chain 8 Markov-Kette 8 Mathematical programming 8 Mathematische Optimierung 8 Theorie 7 Theory 7 Decision 6 Entscheidung 6 Constrained Markov control processes 4 Dynamic programming 4 93E20. 3 AMS subject classification. 90C40 3 Constrained Markov decision process 3 Constrained Markov decision processes 3 Key words: Constrained Markov control processes 3 Nash equilibrium 3 constrained Markov decision processes 3 discounted cost 3 minimization problems in abstract spaces 3 90C40. 2 AMS subject classification. 93E20 2 AMS subject classification: 90C40 2 Constrained Markov 2 Constrained Markov games 2 Constrained stochastic games 2 Decision processes 2 Dynamische Optimierung 2 Key words: Priority assignment in multi-class queueing systems 2 Machine replacement problem 2 Nash equilibria 2 Nash-Gleichgewicht 2 Non-randomized policies 2 Pareto optimality 2 Stochastic game 2 Stochastisches Spiel 2 constrained Markov control problems 2 cμ-rule 2 discounted cost criterion 2 infinite–dimensional linear programming. 2 lexicographic optimality 2
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Article 21
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Article in journal 8 Aufsatz in Zeitschrift 8
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Undetermined 13 English 8
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Hernández-Lerma, Onésimo 9 Alvarez-Mena, Jorge 5 Vikas Vikram Singh 4 Hemachandra, N. 3 Chen, Richard 2 Feinberg, Eugene 2 González-Hernández, Juan 2 Hoyos-Reyes, Luis F. 2 Lisser, Abdel 2 Varagapriya, V. 2 Albert, Laura A. 1 Bhandari, Atul 1 Chang, Hyeong Soo 1 Golan, Michal 1 Guan, Ziwei 1 Harchol-Balter, Mor 1 Lan, Guanghui 1 Li, Tianjiao 1 Liang, Yingbin 1 Scheller-Wolf, Alan 1 Shimkin, Nahum 1 Singh, Vikas Vikram 1 Xu, Tengyu 1 Zou, Shaofeng 1
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Computational Statistics 5 Mathematical Methods of Operations Research 5 European journal of operational research : EJOR 2 Operations research letters 2 International Game Theory Review (IGTR) 1 International game theory review 1 Journal of the Operational Research Society 1 Management Science 1 Mathematical methods of operations research : ZOR 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1 The Annals of Regional Science 1
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RePEc 13 ECONIS (ZBW) 8
Showing 1 - 10 of 21
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Markov decision processes with burstiness constraints
Golan, Michal; Shimkin, Nahum - In: European journal of operational research : EJOR 312 (2024) 3, pp. 877-889
Persistent link: https://www.econbiz.de/10014456443
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Rank-1 transition uncertainties in constrained Markov decision processes
Varagapriya, V.; Vikas Vikram Singh; Lisser, Abdel - In: European journal of operational research : EJOR 318 (2024) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10015047698
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Faster algorithm and sharper analysis for constrained Markov decision process
Li, Tianjiao; Guan, Ziwei; Zou, Shaofeng; Xu, Tengyu; … - In: Operations research letters : a journal of INFORMS … 54 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015049291
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A mixed-integer programming model for identifying intuitive ambulance dispatching policies
Albert, Laura A. - In: Journal of the Operational Research Society 74 (2023) 11, pp. 2300-2311
Persistent link: https://www.econbiz.de/10014446107
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Constrained Markov decision processes with uncertain costs
Varagapriya, V.; Vikas Vikram Singh; Lisser, Abdel - In: Operations research letters 50 (2022) 2, pp. 218-223
Persistent link: https://www.econbiz.de/10013192709
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An asymptotically optimal strategy for constrained multi-armed bandit problems
Chang, Hyeong Soo - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 545-557
Persistent link: https://www.econbiz.de/10012301631
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A Characterization of Stationary Nash Equilibria of Single Controller Constrained Stochastic Games
Singh, Vikas Vikram; Hemachandra, N. - In: International Game Theory Review (IGTR) 17 (2015) 02, pp. 1540018-1
We consider a two player finite state-action general sum single controller constrained stochastic game with both discounted and average cost criteria. We consider the situation where player 1 has subscription-based constraints and player 2, who controls the transition probabilities, has...
Persistent link: https://www.econbiz.de/10011279157
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A characterization of stationary Nash equilibria of single controller constrained stochastic games
Vikas Vikram Singh; Hemachandra, N. - In: International game theory review 17 (2015) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10010528394
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A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes
Vikas Vikram Singh; Hemachandra, N. - In: Operations research letters 42 (2014) 1, pp. 48-52
Persistent link: https://www.econbiz.de/10010259252
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Existence of nash equilibria for constrained stochastic games
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo - In: Mathematical Methods of Operations Research 63 (2006) 2, pp. 261-285
In this paper, we consider constrained noncooperative N-person stochastic games with discounted cost criteria. The state space is assumed to be countable and the action sets are compact metric spaces. We present three main results. The first concerns the sensitivity or approximation of...
Persistent link: https://www.econbiz.de/10010999838
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