Contraction Mappings in the Theory Underlying Dynamic Programming

Cited In (only showing first 100 items - show all)

Truncated policy iteration methods
Partial termination rule of Lagrangian relaxation for manufacturing cell formation problems
Partially observable Markov decision processes and periodic policies with applications
A method of bisection for discounted Markov decision problems
Robust shortest path planning and semicontractive dynamic programming
Generalized dynamic programming for multicriteria optimization
On Markov policies for minimax decision processes
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
Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
Boundedly optimal control of piecewise deterministic systems
Data-driven optimal control with a relaxed linear program
On Bellman's principle with inequality constraints
Block-successive approximation for a discounted Markov decision model
MARKOV DECISION PROCESSES
Bounds on the fixed point of a monotone contraction operator
Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters
Smooth dynamics and computation in models of economic growth
An acquisition policy for a multi-supplier system with a finite-time horizon
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
Dynamic programming and maximum principle for discrete Goursat systems
Variational characterizations in Markov decision processes
Optimal policies in continuous time inventory control models with limited supply
Calculating the variance in Markov-processes with random reward
Markov programming by successive approximations with respect to weighted supremum norms
A computational theory of decision networks
On the indeterminacy of capital accumulation paths
Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space
Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
A pegging algorithm for the nonlinear resource allocation problem
Engineering applications of discrete time optimal control
Fixed points for extrema of contractions
Finite state continuous time Markov decision processes with an infinite planning horizon
The multi-armed bandit, with constraints
On variable discounting in dynamic programming: applications to resource extraction and other economic models
Recursive utility and the Ramsey problem
Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
The nonlinear knapsack problem - algorithms and applications
Stochastic dynamic programming with non-linear discounting
A global shooting algorithm for the facility location and capacity acquisition problem on a line with dense demand
Stochastic control theory and operational research
A set of successive approximation methods for discounted Markovian decision problems
Brouwer's fixed point theorem and finite state space Markovian decision theory
The Repair VS. Replacement problem: A stochastic control approach
An abstract topological approach to dynamic programming
Inventory control of service parts in the final phase
Semi-Markov information model for revenue management and dynamic pricing
The shortest path problem with two objective functions
Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes
A Fixed Point Approach to Undiscounted Markov Renewal Programs
Controlled semi-Markov models - the discounted case
On constrained Markov decision processes
Sequential Stackelberg equilibria in two-person games
Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards
Applications of fixed-point methods to discrete variational and quasi- variational inequalities
Dynamic programming and the Lagrange multipliers
Approximate policy iteration: a survey and some new methods
Contingent planning under uncertainty via stochastic satisfiability
Markov decision processes
(Approximate) iterated successive approximations algorithm for sequential decision processes
Discounting axioms imply risk neutrality
A generalized theorem of the maximum
Designing an optimal production system with inspection
Optimal pricing of a product with periodic enhancements
System planning and configuration problems for optimal system design
Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
A new characterization for the dynamic lot size problem with bounded inventory
Optimal threshold probability in undiscounted Markov decision processes with a target set.
Nonstationary Markov decision problems with converging parameters
Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain
Conjugate duality and the curse of dimensionality
A dynamic game of reputation and economic performances in nondemocratic regimes
Theory and applications of generalized dynamic programming: An overview
On a nonseparable convex maximization problem with continuous Knapsack constraints
Fixed point theorems for discounted finite Markov decision processes
Contraction mappings underlying undiscounted Markov decision problems
Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
Monotonicity and the principle of optimality
On a set of optimal policies in continuous time Markovian decision problem
An elimination condition to check the validity of the principle of optimality
Probabilistic models for optimizing patients survival rates
Heuristics for determining economic processing rates in a flexible manufacturing system
A zero-sum stochastic game model of duopoly
Contraction mappings underlying undiscounted Markov decision problems. II
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.
Finite-state approximations to denumerable-state dynamic programs
Piecewise affine approximations for the control of a one-reservoir hydroelectric system
Regular policies in abstract dynamic programming
On a language for discrete dynamic programming and a microcomputer implementation
Classes of discrete optimization problems and their decision problems
A model of project evaluation with limited attention
Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
Capacity expansion for a loss system with exponential demand growth.
A multi-objective version of Bellman's inventory problem
A polynomial-time algorithm for computing an optimal admission policy in a GI/M/1/N queue
On the reduction of total-cost and average-cost MDPs to discounted mdps
Optimality in transient markov chains and linear programming

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