A New Computational Approach to Cost Variance Iuvestigation Problems

DOI10.1080/02522667.1982.10698714MaRDI QIDQ3930971zbMATH OpenOpenAlexFDO

Authors Betty J. Largay, James A. Largay III, Donovan Young

Publication date 1982

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1982.10698714

zbMATH Keywords

computational experienceefficient solution methodfinancefinite-horizonmultiple-state cost variance investigation

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Numerical mathematical programming methods (65K05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90)

Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• Markovian Decision Processes with Probabilistic Observation of States
• Markovian Deterioration with Uncertain Information
• Quality Control under Markovian Deterioration
• The Optimal Control of Partially Observable Markov Processes over a Finite Horizon
• The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs

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