Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models

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

zbMATH Keywords

linear programmingfinite modelsrandomized policiessimpliciesstationary deterministic policies

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Linear programming (90C05) Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20)

Related Items (3)

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

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Utility Criterion for Markov Decision Processes
• Markov Decision Models with Weighted Discounted Criteria
• Constrained Discounted Dynamic Programming
• Constrained Markov Decision Models with Weighted Discounted Rewards
• Robustness of Policies in Constrained Markov Decision Processes
• Some Remarks on Finite Horizon Markovian Decision Models
• Handbook of Markov decision processes. Methods and applications

This page was built for publication: Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models