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Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
Lee, Ilbin; Epelman, Marina A.; Romeijn, H. Edwin; … - In: Operations research letters 42 (2014) 3, pp. 238-245
Persistent link: https://www.econbiz.de/10010383182
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Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion
Schlosser, Rainer - In: IMA journal of management mathematics 33 (2022) 2, pp. 181-199
Persistent link: https://www.econbiz.de/10012798765
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A numerical study of Markov decision process algorithms for multi-component replacement problems
Andersen, Jesper Fink; Andersen, Anders Reenberg; … - In: European journal of operational research : EJOR 299 (2022) 3, pp. 898-909
Persistent link: https://www.econbiz.de/10013207183
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A Markov decision process model on dynamic routing for target surveillance
Margolis, Joshua T.; Song, Yongjia; Mason, Scott J. - In: Computers & operations research : and their … 141 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013185143
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An extended ϵ-constraint method for a multiobjective finite-horizon Markov decision process
Eghbali-Zarch, Maryam; Tavakkoli-Moghaddam, Reza; … - In: International transactions in operational research : a … 29 (2022) 5, pp. 3131-3160
Persistent link: https://www.econbiz.de/10013185318
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Error bound stochastic path problems
Hansen, Eric A. - In: Mathematical methods of operations research 86 (2017) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011714369
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Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time
Wang, Mengdi - In: Mathematics of operations research 45 (2020) 2, pp. 517-546
Persistent link: https://www.econbiz.de/10012242520
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Complexity bounds for approximately solving discounted MDPs by value iterations
Feinberg, Eugene A.; He, Gaojin - In: Operations research letters 48 (2020) 5, pp. 543-548
Persistent link: https://www.econbiz.de/10012303405
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Risk-sensitive control of Markov decision processes : a moment-based approach with target distributions
Schlosser, Rainer - In: Computers & operations research : and their … 123 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012286284
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Light robustness in the optimization of Markov decision processes with uncertain parameters
Buchholz, Peter; Scheftelowitsch, Dimitri - In: Computers & operations research : and their … 108 (2019), pp. 69-81
Persistent link: https://www.econbiz.de/10012064929