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An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains
Krawczyk, Jacek B.; Windsor, Alistair - 1998
Strategies for constructing a Markov decision chain approximating a continuous-time finite-horizon optimal control …
Persistent link: https://www.econbiz.de/10014068827
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Optimization of a special case of continuous-time Markov decision processes with compact action set
Hao, Tang; Zhou, Lei; Tamio, Arai - In: European journal of operational research : EJOR 187 (2008) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10003769121
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A new optimality criterion fon nonhomogeneous Markov decision processes
Nopp, Wallace J.; Bean, James C.; Smith, Robert L. - In: Operations research 35 (1987) 6, pp. 875-883
Persistent link: https://www.econbiz.de/10003484772
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Average optimality in nonhomogeneous infinite horizon Markov decision processes
Wachs, Allise O.; Schochetman, Irwin E.; Smith, Robert L. - In: Mathematics of operations research 36 (2011) 1, pp. 147-164
Persistent link: https://www.econbiz.de/10009007256
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Time aggregated Markov decision processes via standard dynamic programming
Arruda, Edilson Fernandes de; Fragoso, Marcelo D. - In: Operations research letters 39 (2011) 3, pp. 193-197
Persistent link: https://www.econbiz.de/10009160237
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A mean-variance optimization problem for discounted Markov decision processes
Guo, Xianping; Ye, Liuer; Yin, George - In: European journal of operational research : EJOR 220 (2012) 2, pp. 423-429
Persistent link: https://www.econbiz.de/10009548843
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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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Algorithmic aspects of mean–variance optimization in Markov decision processes
Mannor, Shie; Tsitsiklis, John N. - In: European journal of operational research : EJOR 231 (2013) 3, pp. 645-653
Persistent link: https://www.econbiz.de/10009787362
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Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach
Piunovskiy, Alexey; Zhang, Yi - In: 4OR : a quarterly journal of operations research 12 (2014) 1, pp. 49-75
Persistent link: https://www.econbiz.de/10010339175
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Risk-sensitive and mean variance optimality in Markov decision processes
Sladký, Karel - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 146-161
Persistent link: https://www.econbiz.de/10010341117