This paper presents three conditions. Each of them guarantees the uniqueness of optimal policies of discounted Markov decision processes. The conditions presented here impose hypotheses specifically on the state space X, the action space A, the admissible action sets A(x),x∈X, the transition...

The solution of an equation f(x)=γ given by an increasing function f on an interval I and right-hand side γ, can be approximated by a sequence calculated according to Newton’s method. In this article, global convergence of the method is considered in the strong sense of convergence for any...

This work considers Markov chains with finite state space. It is supposed that the process has a single recurrent class, but the set of transient states is not necessarily empty. In this context, a Varadhan’s function, giving the exponential grow rate of an aggregated cost function, is...

We consider a modified version of the de Finetti model in insurance risk theory in which, when surpluses become negative the company has the possibility of borrowing, and thus continue its operation. For this model we examine the problem of estimating the “time-in-the red” over a finite...

Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with “natural” jump intensities. Multicriteria control problem for such model is considered, and the...

A communication situation consists of a coalitional game and a graph, the nodes of the graph corresponding to the players of the game. To calculate the Myerson value for such situations, we obtain results which extend those well known for trees and cycle-complete graphs. On the other hand, in...

Ideal schedules reach both minimum maximum completion time and minimum total completion time of jobs. It is known that there exist computable in polynomial time ideal nonpreemptive two-machine schedules of unit-time operation jobs with equal release dates and arbitrary precedence constraints on...

In multicriteria optimization, several objective functions have to be minimized simultaneously. For this kind of problem, approximations to the whole solution set are of particular importance to decision makers. Usually, approximating this set involves solving a family of parameterized...

In the paper hedging of the European option in a discrete time financial market with proportional transaction costs is studied. It is shown that for a certain class of options the set of portfolios which allow to hedge an option in a discrete time model with a bounded set of possible changes in...

This paper introduces a new class of non-convex vector functions strictly larger than that of P-quasiconvexity, with P⊆ [InlineMediaObject not available: see fulltext.]<Superscript> m </Superscript> being the underlying ordering cone, called semistrictly ( [InlineMediaObject not available: see fulltext.]<Superscript> m </Superscript>\ −int...</superscript></superscript>