Optimal stationary policies in the vector-valued Markov decision process

DOI10.1016/0304-4149(92)90031-KMaRDI QIDQ1193404zbMATH OpenFDO

Authors Kazuyoshi Wakuta

Publication date 27 September 1992

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90031-K

zbMATH Keywords

multiobjectiveproper efficiencyscalarizationvector-valued Markov decision process

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Markov and semi-Markov decision processes (90C40)

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Cites work

• An improved definition of proper efficiency for vector maximization with respect to cones
• Characterization of Optimal Policies in Vector-Valued Markovian Decision Processes
• Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• Multi-objective infinite-horizon discounted Markov decision processes
• On dynamic programming and statistical decision theory
• Proper efficiency and the theory of vector maximization
• The Bellman's principle of optimality in the discounted dynamic programming

Cited in

(19)

• Stationary policies and Markov policies in Borel dynamic programming
• Strong 1-optimal stationary policies in denumerable Markov decision processes
• Vector-valued semi-Markovian decision programming
• A note on the structure of value spaces in vector-valued Markov decision processes
• Optimal policies about discounted vector-valued Markovian decision programming and its algorithms
• Vector-valued Markov decision processes and the systems of linear inequalities
• A new class of policies in vector-valued Markov decision processes
• Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
• Vector-valued Markov decision processes with average reward criterion: the multichain case
• On a Continuously Discounted Vector Valued Markov Decision Process
• Pure Stationary Optimal Strategies in Markov Decision Processes
• A stochastic decision model with vector-valued reward
• Über ein Vektoroptimierungsproblem für endliche stochastische zellulare Systeme
• Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets
• scientific article; zbMATH DE number 1062625 (Why is no real title available?)
• scientific article; zbMATH DE number 1176128 (Why is no real title available?)
• Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
• Semi-Markovian decision models with vector-valued reward
• scientific article; zbMATH DE number 7625198 (Why is no real title available?)

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