Computation of weighted sums of rewards for concurrent MDPs

DOI10.1007/s00186-018-0653-1zbMath1411.90353OpenAlexW2898656812WikidataQ129000532 ScholiaQ129000532MaRDI QIDQ1731592

Peter Buchholz, Dimitri Scheftelowitsch

Publication date: 13 March 2019

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-018-0653-1

zbMATH Keywords

optimizationmulti-objective optimizationMarkov decision processesnonlinear programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

Related Items (5)

State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems ⋮ Partially observable multistage stochastic programming ⋮ Light robustness in the optimization of Markov decision processes with uncertain parameters ⋮ Policy-based branch-and-bound for infinite-horizon multi-model Markov decision processes ⋮ Concurrent MDPs with Finite Markovian Policies

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