Embedding a state space model into a Markov decision process

DOI10.1007/S10479-010-0688-ZzbMATH Open1233.90277OpenAlexW2126560268WikidataQ57584097 ScholiaQ57584097MaRDI QIDQ666503FDOQ666503

Authors: Lars Relund Nielsen, Erik Jørgensen, Søren Højsgaard 

Publication date: 8 March 2012

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

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.566

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zbMATH Keywords

state space modelMarkov decision processsequential decision makingstochastic dynamic programming

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Informative Drop-Out in Longitudinal Data Analysis
• Bayesian forecasting and dynamic models.
• Directed hypergraphs and applications
• Hierarchic Markov processes and their applications in replacement models
• Multi-level hierarchic Markov processes as a framework for herd management support
• Finding the \(K\) best policies in a finite-horizon Markov decision process
• Title not available (Why is that?)
• Stochastic dynamic programming with factored representations
• Solving factored mdps with hybrid state and action variables
• Title not available (Why is that?)
• Finding the \(K\) shortest hyperpaths
• Bicriterion shortest paths in stochastic time-dependent networks

Cited In (7)

• Markov decision processes in minimization of expected costs
• Optimization problems in chemical reactions using continuous-time Markov chains
• A hierarchical Markov decision process modeling feeding and marketing decisions of growing pigs
• Optimizing pig marketing decisions under price fluctuations
• Markov limid processes for representing and solving renewal problems
• Multi-level hierarchic Markov processes as a framework for herd management support
• A multi-stage stochastic optimization model of a pastoral dairy farm

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