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Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
Hordijk, Arie; Juškevič, Aleksandr Adolʹfovič - In: Mathematical methods of operations research 49 (1999) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10001415240
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Nonstationary denumerable state Markov decision processes : with average variance criterion
Guo, Xianping - In: Mathematical methods of operations research 49 (1999) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10001415267
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Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, Eitan; Avrachenkov, Konstantin E.; Filar, Jerzy A. - In: Mathematical methods of operations research 49 (1999) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10001415277
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Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
Zhu, Xide; Guo, Peijun - In: Mathematical methods of operations research 86 (2017) 2, pp. 255-275
Persistent link: https://www.econbiz.de/10011780967
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On undiscounted semi-Markov decision processes with absorbing states
Mondal, Prasenjit - In: Mathematical methods of operations research 83 (2016) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10011673546
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Optimality conditions in optimization problems with convex feasible set using convexificators
Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem - In: Mathematical methods of operations research 86 (2017) 1, pp. 103-121
Persistent link: https://www.econbiz.de/10011714384
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An optimal subgradient algorithm for large-scale bound-constrained convex optimzation
Ahookhosh, Masoud; Neumaier, Arnold - In: Mathematical methods of operations research 86 (2017) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10011714390
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A space decomposition scheme for maximum eigenvalue functions and its applications
Huang, Ming; Lu, Yue; Pang, Li Ping; Xia, Zun Quan - In: Mathematical methods of operations research 85 (2017) 3, pp. 453-490
Persistent link: https://www.econbiz.de/10011714518
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Semi-infinite Markov decision processes
Chen, Ming; Filar, Jerzy A.; Liu, Ke - In: Mathematical methods of operations research 51 (2000) 1, pp. 115-137
Persistent link: https://www.econbiz.de/10001488329
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A note on the structure of value spaces in vector-valued Markov decision processes
Wakuta, Kazuyoshi - In: Mathematical methods of operations research 49 (1999) 1, pp. 77-85
Persistent link: https://www.econbiz.de/10001415257