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)

zbMATH Keywords

Pareto-optimal solutionsfinite state, action space controlled Markov chainsmultiple costs

Mathematics Subject Classification ID

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

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• 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
• Lectures on optimization - theory and algorithms. Notes by M. K. V. Murthy

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• Solution procedures for multi-objective markov decision processes
• Evaluating Strategies for Markov Decision Processes in Parallel
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• scientific article; zbMATH DE number 3891133 (Why is no real title available?)

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