On the Optimality of Structured Policies in Countable Stage Decision Processes
From MaRDI portal
Publication:4086983
DOI10.1287/mnsc.22.2.148zbMath0323.90056OpenAlexW2087873196MaRDI QIDQ4086983
Publication date: 1975
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.22.2.148
Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99) Markov processes (60Jxx)
Related Items (12)
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes ⋮ Multi-factor dynamic investment under uncertainty ⋮ Optimizing a single-product production-inventory system under constant absolute risk aversion ⋮ Monotone control laws for noisy, countable-state Markov chains ⋮ Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs ⋮ Isotone optimal policies for structured Markov decision processes ⋮ Negatively isotone optimal policies for random walk type Markov decision processes ⋮ Expiration dates and order quantities for perishables ⋮ On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability ⋮ Monotonicity properties for two-action partially observable Markov decision processes on partially ordered spaces ⋮ Optimal control-limit strategies for a partially observed replacement problem† ⋮ Mean, variance and probabilistic criteria in finite Markov decision processes: A review
This page was built for publication: On the Optimality of Structured Policies in Countable Stage Decision Processes
