Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models
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Publication:992043
DOI10.1007/s00186-010-0303-8zbMath1196.93100OpenAlexW2158965316MaRDI QIDQ992043
Nandyala Hemachandra, Krishnamurthy Iyer
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
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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A model for equilibrium in some service-provider user-set interactions ⋮ Approximate solutions to constrained risk-sensitive Markov decision processes ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality
Cites Work
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- Handbook of Markov decision processes. Methods and applications
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