In this paper necessary and sufficient conditions for a multicriteria stochastic control problem are stated. Moreover the convergence of a finite difference approximation method for the solution of the resulting system of second order PDEs is shown. Copyright Springer-Verlag Berlin Heidelberg 2001

In this paper, a optimization problem for stopped Markov decision processes with vector-valued terminal reward and multiple running cost constraints is considered. Applying the idea of occupation measures and using the scalarization technique for vector maximization problems we obtain the...

The discrete time discounted multi-objective Markov decision model with incomplete state observations is presented. The lexicographically order optimal problem is shown to be equivalent to the optimal problem of a one-reward Markov decision model with complete state observations. Copyright...

This paper addresses the issues of the optimal replenishment schedule for the inventory system of deteriorating items with time-varying demand and time-varying production rates. We point out the importance of the relationship between the replenishment rate and demand rate in the proof procedure....

Generalized properly efficient solutions of a vector optimization problem (VP) are defined in terms of various tangent cones and a generalized directional derivative. We study their basic properties and relationships and show that under certain conditions, a generalized properly efficient...

In this paper, we consider a more general form of weak vector variational inequalities and prove some results on the existence of solutions of our new class of weak vector variational inequalities in the setting of Hausdorff topological vector topological space. We also discuss the connectedness...

In this paper, Discounted Markov Decision Processes with finite state and countable action set (semi-infinite DMDP for short) are considered. A policy improvement finite algorithm which finds a nearly optimal deterministic strategy is presented. The steps of the algorithm are based on the...

Given n points in the s-dimensional unit cube, we consider the problem of finding a subinterval of minimum or maximum volume that contains exactly k of the n points. We give integer programming formulations of these problems and techniques to tackle their resolution. These optimal volume...