Nonatomic total rewards Markov decision processes with multiple criteria

DOI10.1016/S0022-247X(02)00213-5zbMath1012.90069MaRDI QIDQ1856820

Eugene A. Feinberg, Aleksey B. Piunovskiy

Publication date: 11 February 2003

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

productionMarkov decision processmultiple criteriafinancial problems

Mathematics Subject Classification ID

Related Items (7)

Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models ⋮ Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Robust Markov perfect equilibria ⋮ Constrained discounted Markov decision processes with Borel state spaces ⋮ On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem ⋮ Neighbourhood search for constructing Pareto sets ⋮ Constrained Markov Decision Processes with Expected Total Reward Criteria

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• Negative Dynamic Programming

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