Solving MDP functional equations by lexicographic optimization

Paul J. Schweitzer

RAIRO - Operations Research - Recherche Opérationnelle (1982)

  • Volume: 16, Issue: 2, page 91-98
  • ISSN: 0399-0559

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Schweitzer, Paul J.. "Solving MDP functional equations by lexicographic optimization." RAIRO - Operations Research - Recherche Opérationnelle 16.2 (1982): 91-98. <http://eudml.org/doc/104808>.

@article{Schweitzer1982,
author = {Schweitzer, Paul J.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {lexicographic optimization; optimal value-vector; discounted infinite horizon semi-Markovian decision process; monotone contraction operator; existence proof; Howard's policy-iteration algorithm; coupled functional equations; higher-order optimality criteria; convergence analysis},
language = {eng},
number = {2},
pages = {91-98},
publisher = {EDP-Sciences},
title = {Solving MDP functional equations by lexicographic optimization},
url = {http://eudml.org/doc/104808},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Schweitzer, Paul J.
TI - Solving MDP functional equations by lexicographic optimization
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1982
PB - EDP-Sciences
VL - 16
IS - 2
SP - 91
EP - 98
LA - eng
KW - lexicographic optimization; optimal value-vector; discounted infinite horizon semi-Markovian decision process; monotone contraction operator; existence proof; Howard's policy-iteration algorithm; coupled functional equations; higher-order optimality criteria; convergence analysis
UR - http://eudml.org/doc/104808
ER -

References

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  18. 18. S. S. SHEU and K.-J. FARN, Sufficient Condition for the Existence of a Stationary 1- Optimal Plan in Compact Action Markovian Decision Processes, Recent Developments in Markov Decision Processes, R. HARTLEY, L. C. THOMAS, D. J.WHITE, Eds., Academic Press, New York, 1980, pp. 111-126. 
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