76 research outputs found
A note on interval games and their saddle points (Mathematical Optimization Theory and its Algorithm)
Get PDFMarkov decision processes with fuzzy rewards (Perspective and problem for Dynamic Programming with uncertainty)
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A structured pattern matrix algorithm for multichain Markov decision processes(Mathematics of Optimization : Methods and Practical Solutions)
Get PDFConstrained Markov Decision Processes With Compact State And Action Sspaces : The Average Case (Dynamic Decision Systems under Uncertain Environments)
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On Optimal Stopping and Impulse Control with Constraint
Get PDFThe optimal stopping and impulse control problems for a Markov-Feller process are considered when the controls are allowed only when a signal arrives. This is referred to as control problems with constraint. In [28, 29, 30], the HJB equation was solved and an optimal control (for the optimal stopping problem, the discounted impulse control problem and the ergodic impulse control problem, respectively) was obtained, under suitable conditions, including a setting on a compact metric state space. In this work, we extend most of the results to the situation where the state space of the Markov process is locally compact
Regret-Optimality Equation in Semi-MDP's with an Absorbing Set (Mathematical Programming Concerning Decision Makings and Uncertainties)
Get PDFRegret-optimal policies in absorbing semi-Markov decision processes with multiple constraints(The Development of Information and Decision Processes)
Get PDFDISCOUNTED MARKOV DECISION PROCESSES WITH GENERAL UTILITY FUNCTIONS(Optimization Theory and its Applications in Mathematical Systems)
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