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On the Optimality of Regularity in Mixing Markovian Decision Rules for MDP Control
van der Laan, Dinard - 2010
In this paper we study Markov Decision Process (MDP) problems with the restriction that at decision epochs only a finite number of given Markovian decision rules may be applied. The elements of the finite set of allowed decision rules should be mixed to improve the performance. The set of...
Persistent link: https://www.econbiz.de/10010325920
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New branch-and-bound methods in global optimization
Nast, Michael - 1996
Persistent link: https://www.econbiz.de/10000619108
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MCDM: past decade and future trends ; a source book of multiple criteria decision making
Zelený, Milan (contributor) - 1984
Persistent link: https://www.econbiz.de/10000687976
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Quadratic programming application in the decision sciences : a tutorial
McCarl, Bruce A. - 1975
Persistent link: https://www.econbiz.de/10000669259
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Interactive vector optimization as a complement to optimal control in econometric decision models
Gruber, J. - 1985
Persistent link: https://www.econbiz.de/10000044935
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Mathematical planning of structural decisions
Kornai, János - 1975 - 2., enlarged ed.
Persistent link: https://www.econbiz.de/10000049702
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A sensitivity analysis algorithm for hierarchical decision models
Chen, Hongyi; Kocaoglu, Dundar F. - In: European journal of operational research : EJOR 185 (2008) 1, pp. 266-288
Persistent link: https://www.econbiz.de/10003768774
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Economic analysis for business and strategic decisions
Shim, Jae K. - 2008
Persistent link: https://www.econbiz.de/10003782828