Markov decision processes with multiple costs
type: Item
instance of: scholarly article
title: Markov decision processes with multiple costs
zbMATH Open document ID: 0706.90090
DOI: 10.1016/0167-6377(90)90070-L
author: Mrinal K. Ghosh
published in: Operations Research Letters
publication date: 1990-01-01T00:00:00Z
review text: The set of Pareto-optimal solutions to finite state, action space controlled Markov chains with multiple costs is characterized. For a particular utility function, a parallel algorithm is developed to find an optimal solution.
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 90-08
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 68W15
zbMATH DE Number: 4160508
zbMATH Keywords: Pareto-optimal solutions
zbMATH Keywords: finite state, action space controlled Markov chains
zbMATH Keywords: multiple costs
reviewed by: Howard J. Weiner
MaRDI profile type: Publication
cites work: Q5817859
cites work: A convex analytic approach to Markov decision processes
cites work: Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
cites work: Lectures on optimization - theory and algorithms. Notes by M. K. V. Murthy
cites work: Q3679784
cites work: A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
description: scientific article; zbMATH DE number 4160508