Markov decision processes with multiple costs

DOI10.1016/0167-6377(90)90070-LzbMath0706.90090MaRDI QIDQ918876

Mrinal K. Ghosh

Publication date: 1990

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Pareto-optimal solutionsfinite state, action space controlled Markov chainsmultiple costs

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Utility theory (91B16) Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Distributed algorithms (68W15)

Related Items (4)

Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ A multi-objective approach for PH-graphs with applications to stochastic shortest paths ⋮ Solution procedures for multi-objective markov decision processes ⋮ Neighbourhood search for constructing Pareto sets

Cites Work

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• A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
• A convex analytic approach to Markov decision processes
• Lectures on optimization - theory and algorithms. Notes by M. K. V. Murthy
• Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations

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