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Negatively isotone optimal policies for random walk type Markov decision processes. (English) Zbl 0478.90075


MSC:

90C40 Markov and semi-Markov decision processes
65K05 Numerical mathematical programming methods
Full Text: DOI

References:

[1] White DJ (1977) Kernels of preference structures. Econometrica 45:91–100 · Zbl 0372.90006 · doi:10.2307/1913288
[2] Porteus EL (1975) On the optimality of structured policies in countable stage decision processes. Manag Sci 22:148–157 · Zbl 0323.90056 · doi:10.1287/mnsc.22.2.148
[3] White CC (1980) The optimality of isotone strategies for Markov decision processes with utility criterion. In: Hartley R, Thomas LC, White DJ (eds) Recent developments in Markov decision processes. Academic Press, London, pp 261–275
[4] White DJ (1981) Isotone optimal policies for structured Markov decision processes. Eur J Oper Res 7:392–402 · Zbl 0455.90090 · doi:10.1016/0377-2217(81)90098-9
[5] Kalin D (1978) A note on monotone optimal policies for Markov decision processes. Math Prog 15:220–222 · Zbl 0387.90106 · doi:10.1007/BF01609021
[6] Serfozo RF (1976) Monotone optimal policies for Markov decision processes. Math Prog Study 6:202–215
[7] Howard RA (1960) Dynamic programming and Markov processes. J Wiley, New York · Zbl 0091.16001
[8] Tijms H (1980) An algorithm for average costs denumerable state semi-Markov decision problems with applications to controlled production and queueing systems. In: Hartley R, Thomas LC, White DJ (eds) Recent developments in Markov decision processes. Academic Press, London, pp 143–179
[9] Bellman R (1957) Dynamic programming. Princeton University Press, New Jersey · Zbl 0077.13605
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