Some Remarks on Finite Horizon Markovian Decision Models

DOI10.1287/OPRE.13.2.272zbMATH Open0137.13901OpenAlexW2031951865MaRDI QIDQ5510079FDOQ5510079

Authors: Cyrus Derman, Morton Klein 

Publication date: 1965

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

Full work available at URL: https://doi.org/10.1287/opre.13.2.272

zbMATH Keywords

operations research

Cited In (12)

• Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
• Constrained discounted stochastic games
• Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Approximate solutions to constrained risk-sensitive Markov decision processes
• First passage game
• Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• Optimal a priori tour and restocking policy for the single-vehicle routing problem with stochastic demands
• On the life and work of Cyrus Derman
• Sensitivity of constrained Markov decision processes
• Finding the \(K\) best policies in a finite-horizon Markov decision process

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