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  • Search: subject:"Optimality Equation"
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Subject
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Decision 5 Entscheidung 5 Markov chain 5 Markov-Kette 5 Borel state space 4 Markov decision processes 4 Theorie 4 Theory 4 average cost optimality equation 4 Mathematical programming 3 Mathematische Optimierung 3 AMS Subject Classifications. Primary 2 Arrival time 2 Closed set 2 Constant average cost 2 Continuous-time Markov decision processes 2 Controlled Markov chains 2 Convergence of the value iteration approximations 2 Discrete-time zero-sum stochastic games 2 Key words: Successive approximations 2 Markov decision process 2 Multiplicative optimality equation 2 Optimality Equation 2 Optimality equation 2 Schweitzer's Transformation 2 Secondary 2 Semi-Markov control models 2 Strong simultaneous Doeblin condition 2 average optimal strategies 2 bounded solutions to the risk-sensitive optimality equation 2 constant average cost 2 constant risk sensitivity 2 decomposing the state space 2 eliminating actions 2 expected discounted total rewards 2 exponential utility function 2 optimality equation 2 policy iteration 2 priority queues 2 simultaneous Doeblin condition 2
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Undetermined 14
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Article 19
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Article in journal 4 Aufsatz in Zeitschrift 4
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Undetermined 14 English 5
Author
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Cavazos-Cadena, Rolando 6 Jaśkiewicz, Anna 4 Fernández-Gaucherand, Emmanuel 2 Groenevelt, Robin 2 Hu, Qiying 2 Koole, Ger 2 Nain, Philippe 2 Nowak, Andrzej S. 2 Wei, Qingda 2 Xia, Li 2 Xu, Chen 2 Chen, Xian 1 Glynn, Peter W. 1 Guo, Xianping 1 Guo, Xin 1 Liu, Qiuli 1 Ma, Shuai 1 Ma, Xiaoteng 1 Zhang, Luyao 1 Zhang, Yi 1
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Published in...
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Computational Statistics 7 Mathematical Methods of Operations Research 7 4OR : a quarterly journal of operations research 2 European journal of operational research : EJOR 1 Operations research letters 1 Production and operations management : the flagship research journal of the Production and Operations Management Society 1
Source
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RePEc 14 ECONIS (ZBW) 5
Showing 1 - 10 of 19
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A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai; Ma, Xiaoteng; Xia, Li - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
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Risk-sensitive Markov decision processes with long-run CVaR criterion
Xia, Li; Zhang, Luyao; Glynn, Peter W. - In: Production and operations management : the flagship … 32 (2023) 12, pp. 4049-4067
Persistent link: https://www.econbiz.de/10014441486
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Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
Guo, Xin; Liu, Qiuli; Zhang, Yi - In: 4OR : a quarterly journal of operations research 17 (2019) 4, pp. 427-442
Persistent link: https://www.econbiz.de/10012132940
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Continuous-time Markov decision processes under the risk-sensitive average cost criterion
Wei, Qingda; Chen, Xian - In: Operations research letters 44 (2016) 4, pp. 457-462
Persistent link: https://www.econbiz.de/10011535337
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Semi-Markov decision processes with variance minimization criterion
Wei, Qingda; Guo, Xianping - In: 4OR : a quarterly journal of operations research 13 (2015) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10010504956
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Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando - In: Mathematical Methods of Operations Research 70 (2009) 3, pp. 541-566
-sensitive optimality equation for arbitrary cost function is characterized in terms of communication properties of the transition law …
Persistent link: https://www.econbiz.de/10010950329
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Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando - In: Computational Statistics 70 (2009) 3, pp. 541-566
-sensitive optimality equation for arbitrary cost function is characterized in terms of communication properties of the transition law …
Persistent link: https://www.econbiz.de/10010759540
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Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando; Cavazos-Cadena, Rolando - In: Mathematical Methods of Operations Research 56 (2002) 2, pp. 181-196
the optimality equation has a solution, it is shown that a nearly optimal stationary policy, as well as an approximation …
Persistent link: https://www.econbiz.de/10010950234
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On the bias vector of a two-class preemptive priority queue
Groenevelt, Robin; Koole, Ger; Nain, Philippe - In: Mathematical Methods of Operations Research 55 (2002) 1, pp. 107-120
We give a closed-form expression for the long-run average cost and the bias vector in a two-class exponential preemptive resume priority queue with holding and switching costs. The bias vector is the sum of a quadratic function of the number of customers in each priority class and an exponential...
Persistent link: https://www.econbiz.de/10010999545
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On the bias vector of a two-class preemptive priority queue
Groenevelt, Robin; Koole, Ger; Nain, Philippe - In: Computational Statistics 55 (2002) 1, pp. 107-120
We give a closed-form expression for the long-run average cost and the bias vector in a two-class exponential preemptive resume priority queue with holding and switching costs. The bias vector is the sum of a quadratic function of the number of customers in each priority class and an exponential...
Persistent link: https://www.econbiz.de/10010759139
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