A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
From MaRDI portal
Publication:3796986
DOI10.1287/opre.35.6.875zbMath0651.90090OpenAlexW2116387273MaRDI QIDQ3796986
Robert L. Smith, Wallace J. Hopp, James C. Bean
Publication date: 1987
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/5599
Related Items (18)
Conditions for the discovery of solution horizons ⋮ Sensitivity analysis in discrete dynamic programming ⋮ An information-theoretic analysis of return maximization in reinforcement learning ⋮ Modelling adherence behaviour for the treatment of obstructive sleep apnoea ⋮ On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion ⋮ Non-homogeneous Markov decision processes with a constraint ⋮ Degeneracy in infinite horizon optimization ⋮ Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes ⋮ Unnamed Item ⋮ STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS* ⋮ Policy iteration for robust nonstationary Markov decision processes ⋮ Forecast horizons and dynamic facility location planning ⋮ A model for equipment replacement due to technological obsolescence ⋮ Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs ⋮ The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies ⋮ A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty ⋮ Denumerable state nonhomogeneous Markov decision processes ⋮ The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity
This page was built for publication: A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
