Contraction Mappings in the Theory Underlying Dynamic Programming

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Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
Monotonicity and the principle of optimality
Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung
On a set of optimal policies in continuous time Markovian decision problem
An elimination condition to check the validity of the principle of optimality
Truncated policy iteration methods
Probabilistic models for optimizing patients survival rates
Partial termination rule of Lagrangian relaxation for manufacturing cell formation problems
A zero-sum stochastic game model of duopoly
Contraction mappings underlying undiscounted Markov decision problems. II
Heuristics for determining economic processing rates in a flexible manufacturing system
Partially observable Markov decision processes and periodic policies with applications
A method of bisection for discounted Markov decision problems
Composing batches with yield uncertainty
Solving Markovian decision processes by successive elimination of variables
On efficiency of linear programming applied to discounted Markovian decision problems
Multigrid methods for two-player zero-sum stochastic games.
Piecewise affine approximations for the control of a one-reservoir hydroelectric system
Finite-state approximations to denumerable-state dynamic programs
Robust shortest path planning and semicontractive dynamic programming
Generalized dynamic programming for multicriteria optimization
On a language for discrete dynamic programming and a microcomputer implementation
Regular policies in abstract dynamic programming
Classes of discrete optimization problems and their decision problems
A multi-period TSP with stochastic regular and urgent demands
Using geometric techniques to improve dynamic programming algorithms for the economic lot-sizing problem and extensions
On Markov policies for minimax decision processes
Boundedly optimal control of piecewise deterministic systems
A model of project evaluation with limited attention
Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
Data-driven optimal control with a relaxed linear program
Capacity expansion for a loss system with exponential demand growth.
Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
A multi-objective version of Bellman's inventory problem
On Bellman's principle with inequality constraints
A polynomial-time algorithm for computing an optimal admission policy in a GI/M/1/N queue
Block-successive approximation for a discounted Markov decision model
On the reduction of total-cost and average-cost MDPs to discounted mdps
Bounds on the fixed point of a monotone contraction operator
Adaptive age replacement
Solvable classes of discrete dynamic programming
Optimality in transient markov chains and linear programming
A priori bounds for approximations of Markov programs
The bellman equation for vector-valued semi-markovian dyanmic programiing
A structured pattern matrix algorithm for multichain Markov decision processes
MARKOV DECISION PROCESSES
Solution of a Markovian decision problem by successive overrelaxation
Dynamic programming processes within dynamic programming processes
An acquisition policy for a multi-supplier system with a finite-time horizon
On the convergence of successive approximations in dynamic programming with non-zero terminal reward
Minimizing the error bound for the dynamic lot size model
Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters
Smooth dynamics and computation in models of economic growth
Dynamic programming and maximum principle for discrete Goursat systems
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
Switching and sequencing available therapies so as to maximize a patient's expected total lifetime
On the convergence of reinforcement learning with Monte Carlo exploring starts
Markov decision processes and strongly excessive functions
Variational characterizations in Markov decision processes
An average polynomial algorithm for solving antagonistic games on graphs
Optimal policies in continuous time inventory control models with limited supply
On theory and algorithms for Markov decision problems with the total reward criterion
Pareto optimal policies for harvesting with multiple objectives
Isotone optimal policies for structured Markov decision processes
Calculating the variance in Markov-processes with random reward
Representations and characterizations of vertices of bounded-shape partition polytopes
Markov programming by successive approximations with respect to weighted supremum norms
Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming
Application of fixed point theory and solitary wave solutions for the time-fractional nonlinear unsteady convection-diffusion system
A computational theory of decision networks
Orbital contraction in metric spaces with applications of fractional derivatives
On the indeterminacy of capital accumulation paths
A natural extension of the MacQueen extrapolation
Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space
Value Iteration is Optic Composition
Engineering applications of discrete time optimal control
Fixed points for extrema of contractions
Optimization of STEOR networks via Markov renewal programming
Smooth dynamics and computation in models of economic growth
Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
The multi-armed bandit, with constraints
A pegging algorithm for the nonlinear resource allocation problem
Optimal control of a facility with periodic interrupted demand
Dynamic programming and graph optimization problems
Finite state continuous time Markov decision processes with an infinite planning horizon
Optimal liquidation in a level-I limit order book for large-tick stocks
On variable discounting in dynamic programming: applications to resource extraction and other economic models
Recursive utility and the Ramsey problem
Optimizing over pure stationary equilibria in consensus stopping games
Long-term values in Markov decision processes, (co)algebraically
Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
A global shooting algorithm for the facility location and capacity acquisition problem on a line with dense demand
Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
The nonlinear knapsack problem - algorithms and applications
Discounted semi-Markov decision processes: linear programming and policy iteration
Scheduling jobs with release times on a machine with finite storage
Stochastic control theory and operational research
Stochastic dynamic programming with non-linear discounting
Brouwer's fixed point theorem and finite state space Markovian decision theory

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