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Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points
González-Hernández, Juan; López-Martínez, Raquiel R.; … - In: Risk and decision analysis 4 (2013) 3, pp. 163-176
Persistent link: https://www.econbiz.de/10010190160
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Optimal policies for constrained average-cost Markov decision processes
González-Hernández, Juan; Villarreal, César E. - In: Top : transactions in operations research 19 (2011) 1, pp. 107-120
Persistent link: https://www.econbiz.de/10009271627
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Markov control processes with randomized discounted cost
González-Hernández, Juan; López-Martínez, Raquiel; … - In: Mathematical Methods of Operations Research 65 (2007) 1, pp. 27-44
In this paper we consider Markov Decision Processes with discounted cost and a random rate in Borel spaces. We establish the dynamic programming algorithm in finite and infinity horizon cases. We provide conditions for the existence of measurable selectors. And we show an example of...
Persistent link: https://www.econbiz.de/10010999690
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Constrained Markov control processes in Borel spaces: the discounted case
Hernández-Lerma, Onésimo; González-Hernández, Juan - In: Mathematical Methods of Operations Research 52 (2000) 2, pp. 271-285
We consider constrained discounted-cost Markov control processes in Borel spaces, with unbounded costs. Conditions are given for the constrained problem to be solvable, and also equivalent to an equality-constrained (EC) linear program. In addition, it is shown that there is no duality gap...
Persistent link: https://www.econbiz.de/10010999925
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Optimal policies for constrained average-cost Markov decision processes
González-Hernández, Juan; Villarreal, César - In: TOP: An Official Journal of the Spanish Society of … 19 (2011) 1, pp. 107-120
Persistent link: https://www.econbiz.de/10009324628
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Constrained Markov control processes in Borel spaces: the discounted case
Hernández-Lerma, Onésimo; González-Hernández, Juan - In: Mathematical methods of operations research 52 (2000) 2, pp. 271-286
Persistent link: https://www.econbiz.de/10006622516
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Optimal policies for constrained average-cost Markov decision processes
González-Hernández, Juan; Villarreal, César E. - In: Top : an official journal of the Spanish Society of … 19 (2011) 1, pp. 107-120
Persistent link: https://www.econbiz.de/10009885687
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On the consistency of the mass transfer problem
González-Hernández, Juan; Gabriel, J.Rigoberto - In: Operations research letters 34 (2006) 4, pp. 382-386
Persistent link: https://www.econbiz.de/10007259676
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Markov control processes with randomized discounted cost
González-Hernández, Juan; López-Martínez, Raquiel; … - In: Computational Statistics 65 (2007) 1, pp. 27-44
In this paper we consider Markov Decision Processes with discounted cost and a random rate in Borel spaces. We establish the dynamic programming algorithm in finite and infinity horizon cases. We provide conditions for the existence of measurable selectors. And we show an example of...
Persistent link: https://www.econbiz.de/10010759288
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Constrained Markov control processes in Borel spaces: the discounted case
Hernández-Lerma, Onésimo; González-Hernández, Juan - In: Computational Statistics 52 (2000) 2, pp. 271-285
We consider constrained discounted-cost Markov control processes in Borel spaces, with unbounded costs. Conditions are given for the constrained problem to be solvable, and also equivalent to an equality-constrained (EC) linear program. In addition, it is shown that there is no duality gap...
Persistent link: https://www.econbiz.de/10010759516