Stochastic shortest path problems with associative accumulative criteria

DOI10.1016/J.AMC.2007.08.025MaRDI QIDQ2425975zbMATH OpenOpenAlexFDO

Authors Yoshio Ohtsubo

Publication date 17 April 2008

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10126/1194

zbMATH Keywords

associative criterionexistence of optimal policyinvariant imbedding methodMarkov decision processoptimality equationshortest path problem

Mathematics Subject Classification ID

Extremal problems in graph theory (05C35) Paths and cycles (05C38) Random graphs (graph-theoretic aspects) (05C80)

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Cites work

• A Survey of Applications of Markov Decision Processes
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• Decision-Making in a Fuzzy Environment
• Equivalence classes for optimizing risk models in Markov decision processes.
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• scientific article; zbMATH DE number 2038137 (Why is no real title available?)
• scientific article; zbMATH DE number 1766729 (Why is no real title available?)
• scientific article; zbMATH DE number 897462 (Why is no real title available?)
• scientific article; zbMATH DE number 1406530 (Why is no real title available?)
• Minimising a threshold probability in discounted Markov decision processes
• Minimizing risk models in Markov decision processes with policies depending on target values
• Minimizing risk models in stochastic shortest path problems
• Multistage Markov decision processes with minimum criteria of random rewards
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• On sequential decisions and Markov chains
• Optimal policy for minimizing risk models in Markov decision processes
• Optimal threshold probability in undiscounted Markov decision processes with a target set.
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• STOCHASTIC DECISION-MAKING IN A FUZZY ENVIRONMENT

Cited in

(12)

• Minimizing risk models in stochastic shortest path problems
• Distributionally robust maximum probability shortest path problem
• The stochastic shortest path problem: a polyhedral combinatorics perspective
• The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
• A multi-objective approach for PH-graphs with applications to stochastic shortest paths
• Label-setting methods for multimode stochastic shortest path problems on graphs
• Stochastic scenario-based time-stage optimization model for the least expected time shortest path problem
• UTILIZING DISTRIBUTED LEARNING AUTOMATA TO SOLVE STOCHASTIC SHORTEST PATH PROBLEMS
• An Analysis of Stochastic Shortest Path Problems
• Maximum probability shortest path problem
• Markov decision processes associated with two threshold probability criteria
• Variations on the stochastic shortest path problem

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