Policy-based branch-and-bound for infinite-horizon multi-model Markov decision processes

DOI10.1016/j.cor.2020.105108OpenAlexW3092636900MaRDI QIDQ2026970

Brian T. Denton, Vinayak S. Ahluwalia, Lauren N. Steimle

Publication date: 21 May 2021

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2020.105108

zbMATH Keywords

Markov decision processesbranch-and-boundparameter uncertainty

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• The Optimal Time to Initiate HIV Therapy Under Ordered Health States
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• Robust Dynamic Programming

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