Search Results - subject:"Markov decision problems"

Model Predictive Control : Engineering Methods for Economists

Daniilidis, Aris (ed.); Grüne, Lars (ed.); … - 2025

Chapter 1. Multi-horizon MPC and Its Application to theIntegrated Power and Thermal Management ofElectriﬁed Vehicles (Qiuhao Hu) -- Chapter 2. Data/Moment-Driven Approaches for FastPredictive Control of Collective Dynamics (Giacomo Albi) -- Chapter 3. Finite-Dimensional Receding Horizon...

Persistent link: https://www.econbiz.de/10015410847

A linear-quadratic Gaussian approach to dynamic information acquisition

Weber, Thomas A.; Nguyen, Viet Anh - In: European journal of operational research : EJOR 270 (2018) 1, pp. 260-281

Persistent link: https://www.econbiz.de/10011869004

Sporadic overtaking optimality in Markov decision problems

Flesch, János; Predtetchinski, Arkadi; Solan, Eilon - In: Dynamic games and applications : DGA 7 (2017) 2, pp. 212-228

Persistent link: https://www.econbiz.de/10011804974

The value functions of Markov decision processes

Lehrer, Ehud; Solan, Eilon; Solan, Omri N. - In: Operations research letters 44 (2016) 5, pp. 587-591

Persistent link: https://www.econbiz.de/10011596477

Structural and Observational Uncertainty in Environmental and Natural Resource Management

Fackler, Paul L. - In: International Review of Environmental and Resource Economics 7 (2014) 2, pp. 109-139

Structural uncertainty arises when key features of the behavior of a system are not well understood. Observational uncertainty arises when key variables in a system are not directly observed. Both types of uncertainty lead to problems for standard dynamic optimization approaches. The replacement...

Persistent link: https://www.econbiz.de/10010790508

Markov decision problems where means bound variances

Arlotto, Alessandro; Gans, Noah; Steele, John Michael - In: Operations research 62 (2014) 4, pp. 864-875

Persistent link: https://www.econbiz.de/10010403124

Robust optimal strategies in Markov decision problems

Oren, Gal; Solan, Eilon - In: Operations research letters 42 (2014) 2, pp. 109-112

Persistent link: https://www.econbiz.de/10010364603

Structural and observational uncertainty in environmental and natural resource management

Fackler, Paul L. - In: International review of environmental and resource economics 7 (2013) 2, pp. 109-139

Persistent link: https://www.econbiz.de/10010388628

Stochastic games on a product state space: the periodic case

Flesch, János; Schoenmakers, Gijs; Vrieze, Koos - In: International Journal of Game Theory 38 (2009) 2, pp. 263-289

Persistent link: https://www.econbiz.de/10004995471

Optimal control of arrivals in tandem queues of constant service time

Luh, Hsing; Rieder, Ulrich - In: Computational Statistics 53 (2001) 3, pp. 481-491

We propose an optimal schedule for multiple classes of arrivals in a queueing system consisting of queues in tandem. The arrival process for each class is Poisson with different rates, and the service times are constant. A theoretical result is presented by Linear Programming of sample-path...

Persistent link: https://www.econbiz.de/10010847777