Markov decision processes with multiple costs

DOI10.1016/0167-6377(90)90070-LMaRDI QIDQ918876zbMATH OpenFDO

Authors Mrinal K. Ghosh

Publication date 1990

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(90)90070-L

zbMATH Keywords

finite state, action space controlled Markov chainsmultiple costsPareto-optimal solutions

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Distributed algorithms (68W15) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40) Utility theory (91B16)

Review text

The set of Pareto-optimal solutions to finite state, action space controlled Markov chains with multiple costs is characterized. For a particular utility function, a parallel algorithm is developed to find an optimal solution.

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Cites work

• A convex analytic approach to Markov decision processes
• A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
• Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
• scientific article; zbMATH DE number 3901504 (Why is no real title available?)
• scientific article; zbMATH DE number 3078986 (Why is no real title available?)
• Lectures on optimization - theory and algorithms. Notes by M. K. V. Murthy

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• Neighbourhood search for constructing Pareto sets
• Markov decision processes with multidimensional action spaces
• A multi-objective approach for PH-graphs with applications to stochastic shortest paths
• Evaluating Strategies for Markov Decision Processes in Parallel
• scientific article; zbMATH DE number 3891133 (Why is no real title available?)
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Solution procedures for multi-objective markov decision processes
• Multitime scale markov decision processes
• Markov decision processes with delays and asynchronous cost collection

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