Contraction Mappings in the Theory Underlying Dynamic Programming
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(only showing first 100 items - show all)- Transformation of partially observable Markov decision processes into piecewise linear ones
- Stochastic control theory and operational research
- Truncated policy iteration methods
- Finite state approximation algorithms for average cost denumerable state Markov decision processes
- The shortest path problem with two objective functions
- Variational characterizations in Markov decision processes
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
- Fixed point theorems for discounted finite Markov decision processes
- Sequential Stackelberg equilibria in two-person games
- Contraction mappings underlying undiscounted Markov decision problems. II
- Solving Markovian decision processes by successive elimination of variables
- On efficiency of linear programming applied to discounted Markovian decision problems
- On a language for discrete dynamic programming and a microcomputer implementation
- On the indeterminacy of capital accumulation paths
- Theory and applications of generalized dynamic programming: An overview
- Controlled semi-Markov models - the discounted case
- A priori bounds for approximations of Markov programs
- Nonstationary Markov decision problems with converging parameters
- Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes
- On theory and algorithms for Markov decision problems with the total reward criterion
- Pareto optimal policies for harvesting with multiple objectives
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
- Isotone optimal policies for structured Markov decision processes
- A natural extension of the MacQueen extrapolation
- A multi-objective version of Bellman's inventory problem
- An abstract topological approach to dynamic programming
- Dynamic programming and maximum principle for discrete Goursat systems
- Multi-period production control in a centralized fully flexible manufacturing system
- Some structured dynamic programs arising in economics
- Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion
- An efficient algorithm for the dynamic economic lot size problem
- Brouwer's fixed point theorem and finite state space Markovian decision theory
- The effect on optimal consumption on increased uncertainty in labor income in the multiperiod case
- Markov programming by successive approximations with respect to weighted supremum norms
- A zero-sum stochastic game model of duopoly
- Markov decision processes and strongly excessive functions
- Contraction mappings underlying undiscounted Markov decision problems
- Composing batches with yield uncertainty
- Partial termination rule of Lagrangian relaxation for manufacturing cell formation problems
- Piecewise affine approximations for the control of a one-reservoir hydroelectric system
- Representations and characterizations of vertices of bounded-shape partition polytopes
- Optimal control of a facility with periodic interrupted demand
- Dynamic programming and graph optimization problems
- Boundedly optimal control of piecewise deterministic systems
- Scheduling jobs with release times on a machine with finite storage
- Using geometric techniques to improve dynamic programming algorithms for the economic lot-sizing problem and extensions
- A generalized theorem of the maximum
- A computational theory of decision networks
- On the estimation of the unknown sample size from the number of records
- Capacity expansion for a loss system with exponential demand growth.
- Optimal threshold probability in undiscounted Markov decision processes with a target set.
- Inventory control of service parts in the final phase
- The nonlinear knapsack problem - algorithms and applications
- Discrete convexity: Convexity for functions defined on discrete spaces
- An average polynomial algorithm for solving antagonistic games on graphs
- Optimality of the fastest available server policy
- Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
- Long-term values in Markov decision processes, (co)algebraically
- Applications of fixed-point methods to discrete variational and quasi- variational inequalities
- A polynomial-time algorithm for computing an optimal admission policy in a GI/M/1/N queue
- Monotonicity and the principle of optimality
- A new characterization for the dynamic lot size problem with bounded inventory
- A model of project evaluation with limited attention
- Minimizing the error bound for the dynamic lot size model
- Data-driven optimal control with a relaxed linear program
- Stochastic dynamic programming with non-linear discounting
- Classes of discrete optimization problems and their decision problems
- Block-successive approximation for a discounted Markov decision model
- Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
- Optimizing over pure stationary equilibria in consensus stopping games
- Fuzzy approach to multilevel knapsack problems
- Partially observable Markov decision model for the treatment of early prostate cancer
- A multi-period TSP with stochastic regular and urgent demands
- A structured pattern matrix algorithm for multichain Markov decision processes
- Finite state continuous time Markov decision processes with an infinite planning horizon
- Dynamic programming processes within dynamic programming processes
- On a set of optimal policies in continuous time Markovian decision problem
- Finite-state approximations to denumerable-state dynamic programs
- Discretizing dynamic programs
- Adaptive age replacement
- Reducing the number of multiplications in iterative processes
- Solvable classes of discrete dynamic programming
- An elimination condition to check the validity of the principle of optimality
- On constrained Markov decision processes
- On a nonseparable convex maximization problem with continuous Knapsack constraints
- On the convergence of reinforcement learning with Monte Carlo exploring starts
- The bellman equation for vector-valued semi-markovian dyanmic programiing
- Approximate policy iteration: a survey and some new methods
- Calculating the variance in Markov-processes with random reward
- Robust shortest path planning and semicontractive dynamic programming
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Partially observable Markov decision processes and periodic policies with applications
- Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
- A Fixed Point Approach to Undiscounted Markov Renewal Programs
- Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain
- Heuristic Assignments of Redundant Software Versions and Processors in Fault-tolerant Computer Systems for Maximum Reliability
- A global shooting algorithm for the facility location and capacity acquisition problem on a line with dense demand
- Probabilistic models for optimizing patients survival rates
- MARKOV DECISION PROCESSES
- The Repair VS. Replacement problem: A stochastic control approach
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