Search Results - subject:"Unbounded costs"

Nonzero-sum constrained discrete-time Markov games : the case of unbounded costs

Zhang, Wenzhao; Huang, Yonghui; Guo, Xianping - In: Top : transactions in operations research 22 (2014) 3, pp. 1074-1102

Persistent link: https://www.econbiz.de/10010437086

Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs

Zhang, Wenzhao; Huang, Yonghui; Guo, Xianping - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 3, pp. 1074-1102

">2006</CitationRef>), we also establish the existence of a Nash equilibrium for the auxiliary game with unbounded costs by developing …

Persistent link: https://www.econbiz.de/10010995393

A note on strong 1-optimal policies in Markov decision chains with unbounded costs

Nowak, Andrzej S. - In: Mathematical Methods of Operations Research 49 (1999) 3, pp. 475-482

models with unbounded costs and the so-called V-uniform ergodic transition structure. Copyright Springer-Verlag Berlin …

Persistent link: https://www.econbiz.de/10010950044

A note on strong 1-optimal policies in Markov decision chains with unbounded costs

Nowak, Andrzej S. - In: Computational Statistics 49 (1999) 3, pp. 475-482

models with unbounded costs and the so-called V-uniform ergodic transition structure. Copyright Springer-Verlag Berlin …

Persistent link: https://www.econbiz.de/10010759255

Application of average dynamic programming to inventory systems

Vega-Amaya, Oscar; Montes-de-Oca, Raúl - In: Computational Statistics 47 (1998) 3, pp. 451-471

We show the existence ofaverage cost (AC-) optimal policy for an inventory system withuncountable state space; in fact, the AC-optimal cost and an AC-optimal stationary policy areexplicitly computed. In order to do this, we use a variant of thevanishing discount factor approach, which have been...

Persistent link: https://www.econbiz.de/10010847854

Application of average dynamic programming to inventory systems

Vega-Amaya, Oscar; Montes-de-Oca, Raúl - In: Mathematical Methods of Operations Research 47 (1998) 3, pp. 451-471

Persistent link: https://www.econbiz.de/10010999864