Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs

DOI10.1287/opre.43.5.862zbMath0845.90126OpenAlexW2025412895MaRDI QIDQ4868806

Douglas J. White

Publication date: 7 March 1996

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.43.5.862

zbMATH Keywords

non-convex optimizationdynamic decision makingestimate of the maximal loss of optimality

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ The maximization of a function over the efficient set via a penalty function approach ⋮ Epsilon-dominating solutions in mean-variance portfolio analysis ⋮ Generalizing Markov decision processes to imprecise probabilities

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