A New Computational Approach to Cost Variance Iuvestigation Problems

DOI10.1080/02522667.1982.10698714zbMath0475.90012OpenAlexW2314891617MaRDI QIDQ3930971

Donovan Young, James A. Largay III, Betty J. Largay

Publication date: 1982

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1982.10698714

zbMATH Keywords

finite-horizonfinancecomputational experienceefficient solution methodmultiple-state cost variance investigation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

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• Markovian Decision Processes with Probabilistic Observation of States
• Markovian Deterioration with Uncertain Information
• The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs
• The Optimal Control of Partially Observable Markov Processes over a Finite Horizon
• Quality Control under Markovian Deterioration