Optimal stationary policies in the vector-valued Markov decision process

DOI10.1016/0304-4149(92)90031-KzbMath0763.90096MaRDI QIDQ1193404

Kazuyoshi Wakuta

Publication date: 27 September 1992

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

zbMATH Keywords

scalarization; proper efficiency; multiobjective; vector-valued Markov decision process

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

90C30: Nonlinear programming

90C40: Markov and semi-Markov decision processes

Related Items

Vector-valued Markov decision processes and the systems of linear inequalities, Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees

Cites Work

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• Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
• Characterization of Optimal Policies in Vector-Valued Markovian Decision Processes