On a Markov Decision Process problem involving the Maximum of the Difference between two functions: Technical Note

DOI10.1080/02522667.1995.10699240zbMath0861.90124OpenAlexW1979583399MaRDI QIDQ4718599

Douglas J. White

Publication date: 22 April 1997

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1995.10699240

zbMATH Keywords

maximum of the difference between two functions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

The maximization of a function over the efficient set via a penalty function approach

Cites Work

• A computational analysis of LCP methods for bilinear and concave quadratic programming
• On solving a d.c. programming problem by a sequence of linear programs
• A method for globally minimizing concave functions over convex sets
• Convex Analysis

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