Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models

DOI10.1007/S00186-010-0303-8MaRDI QIDQ992043zbMATH OpenOpenAlexFDO

Authors Krishnamurthy Iyer, Nandyala Hemachandra

Publication date 8 September 2010

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-010-0303-8

zbMATH Keywords

finite modelslinear programmingrandomized policiessimpliciesstationary deterministic policies

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Linear programming (90C05) Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20)

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Cites work

• A Utility Criterion for Markov Decision Processes
• Constrained Discounted Dynamic Programming
• Constrained Markov Decision Models with Weighted Discounted Rewards
• Handbook of Markov decision processes. Methods and applications
• scientific article; zbMATH DE number 3497901 (Why is no real title available?)
• scientific article; zbMATH DE number 1348599 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 1095138 (Why is no real title available?)
• Markov Decision Models with Weighted Discounted Criteria
• Robustness of Policies in Constrained Markov Decision Processes
• Some Remarks on Finite Horizon Markovian Decision Models

Cited in

(4)

• Sensitivity analysis in discounted Markovian decision problems
• A model for equilibrium in some service-provider user-set interactions
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality
• Approximate solutions to constrained risk-sensitive Markov decision processes

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