Optimal halting policies in Markov population decision chains with constant risk posture

DOI10.1007/S10479-012-1302-3zbMATH Open1306.60103OpenAlexW2030605861MaRDI QIDQ490217FDOQ490217

Authors: Pelin G. Canbolat 

Publication date: 22 January 2015

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

Full work available at URL: https://doi.org/10.1007/s10479-012-1302-3

Recommendations

• Finite-horizon Markov population decision chains with constant risk posture
• Maximum-stopping-value policies in finite Markov population decision chains
• Optimality of Stationary Halting Policies and Finite Termination of Successive Approximations
• Markov branching decision chains with interest-rate-dependent rewards
• Multiplicative Markov Decision Chains

zbMATH Keywords

dynamic programmingstochastic controlMarkov decision chainsconstant risk posturehalting policies

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites Work

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• Finite-horizon Markov population decision chains with constant risk posture
• Multiplicative Markov Decision Chains
• Optimality of Stationary Halting Policies and Finite Termination of Successive Approximations
• Title not available (Why is that?)
• Proximal Decision Analysis
• The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

Cited In (4)

• Maximum-stopping-value policies in finite Markov population decision chains
• Finite-horizon Markov population decision chains with constant risk posture
• Optimality of Stationary Halting Policies and Finite Termination of Successive Approximations
• Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains

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