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Volumn 214, Issue 1, 1997, Pages 314-326

Non-homogeneous Markov decision processes with a constraint

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBLEM SOLVING;

EID: 0031240217     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.1997.5610     Document Type: Article
Times cited : (1)

References (12)
  • 1
    • 0021482243 scopus 로고
    • Conditions for the existence of planning horizons
    • Bean J., Smith R. Conditions for the existence of planning horizons. Math. Oper. Res. 9:1984;391-401.
    • (1984) Math. Oper. Res. , vol.9 , pp. 391-401
    • Bean, J.1    Smith, R.2
  • 2
    • 38249016939 scopus 로고
    • Denumerable state nonhomogeneous Markov decision processes
    • Bean J., Smith R., Lasserre J. Denumerable state nonhomogeneous Markov decision processes. J. Math. Anal. Appl. 153:1990;64-77.
    • (1990) J. Math. Anal. Appl. , vol.153 , pp. 64-77
    • Bean, J.1    Smith, R.2    Lasserre, J.3
  • 3
    • 0024016680 scopus 로고
    • Concepts of forecast and decision horizons: Applications to dynamic stochastic optimization problems
    • Bes C., Sethi S. Concepts of forecast and decision horizons: Applications to dynamic stochastic optimization problems. Math. Oper. Res. 13:1984;295-310.
    • (1984) Math. Oper. Res. , vol.13 , pp. 295-310
    • Bes, C.1    Sethi, S.2
  • 5
    • 0011044667 scopus 로고
    • The non-stationary Markov decision model with a constraint
    • Guo X. The non-stationary Markov decision model with a constraint. Acta Sci. Natur. Univ. Norm. Hunan. 16:1993;107-113.
    • (1993) Acta Sci. Natur. Univ. Norm. Hunan. , vol.16 , pp. 107-113
    • Guo, X.1
  • 6
    • 0023454569 scopus 로고
    • A new optimality criterion for nonhomogeneous Markov decision processes
    • Hopp W. J., Bean J. C., Smith R. A new optimality criterion for nonhomogeneous Markov decision processes. Oper. Res. 35:1987;875-883.
    • (1987) Oper. Res. , vol.35 , pp. 875-883
    • Hopp, W.J.1    Bean, J.C.2    Smith, R.3
  • 7
    • 0021425220 scopus 로고
    • Constrained undiscounted stochastic dynamic programming
    • Hordijk A., Kallenberg L. C. M. Constrained undiscounted stochastic dynamic programming. Math. Oper. Res. 9:1984;276-289.
    • (1984) Math. Oper. Res. , vol.9 , pp. 276-289
    • Hordijk, A.1    Kallenberg, L.C.M.2
  • 9
    • 0003319773 scopus 로고
    • Stochastic Dynamic Programming
    • Amsterdam: Mathematische Centrum
    • Van Der Wal J. Stochastic Dynamic Programming. Mathematical Centre Tracts. 1981;Mathematische Centrum, Amsterdam.
    • (1981) Mathematical Centre Tracts
    • Van Der Wal, J.1
  • 10
    • 0000209621 scopus 로고
    • Dynamic programming and probabilistic constraints
    • White D. J. Dynamic programming and probabilistic constraints. Oper. Res. 22:1972;654-664.
    • (1972) Oper. Res. , vol.22 , pp. 654-664
    • White, D.J.1
  • 11
    • 0000594684 scopus 로고
    • Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
    • White D. J. Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes. OR Spektrum. 9:1987;13-22.
    • (1987) OR Spektrum , vol.9 , pp. 13-22
    • White, D.J.1
  • 12
    • 0023842256 scopus 로고
    • Mean, variance, and probabilistic criteria in finite Markov decision processes: A Review
    • White D. J. Mean, variance, and probabilistic criteria in finite Markov decision processes: A Review. J. Optim. Theory Appl. 56:1988;1-29.
    • (1988) J. Optim. Theory Appl. , vol.56 , pp. 1-29
    • White, D.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.