# Monotonicity of minimizers in optimization problems with applications to Markov control processes

Rosa M. Flores–Hernández; Raúl Montes-de-Oca

Kybernetika (2007)

- Volume: 43, Issue: 3, page 347-368
- ISSN: 0023-5954

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topFlores–Hernández, Rosa M., and Montes-de-Oca, Raúl. "Monotonicity of minimizers in optimization problems with applications to Markov control processes." Kybernetika 43.3 (2007): 347-368. <http://eudml.org/doc/33863>.

@article{Flores2007,

abstract = {Firstly, in this paper there is considered a certain class of possibly unbounded optimization problems on Euclidean spaces, for which conditions that permit to obtain monotone minimizers are given. Secondly, the theory developed in the first part of the paper is applied to Markov control processes (MCPs) on real spaces with possibly unbounded cost function, and with possibly noncompact control sets, considering both the discounted and the average cost as optimality criterion. In the context described, conditions to obtain monotone optimal policies are provided. For the conditions of MCPs presented in the article, several controlled models including, in particular, two inventory/production systems and the linear regulator problem are supplied.},

author = {Flores–Hernández, Rosa M., Montes-de-Oca, Raúl},

journal = {Kybernetika},

keywords = {monotone minimizer in an optimization problem; Markov control process; total discounted cost; average cost; monotone optimal policy; monotone minimizer in an optimization problem; Markov control process; total discounted cost; average cost; monotone optimal policy},

language = {eng},

number = {3},

pages = {347-368},

publisher = {Institute of Information Theory and Automation AS CR},

title = {Monotonicity of minimizers in optimization problems with applications to Markov control processes},

url = {http://eudml.org/doc/33863},

volume = {43},

year = {2007},

}

TY - JOUR

AU - Flores–Hernández, Rosa M.

AU - Montes-de-Oca, Raúl

TI - Monotonicity of minimizers in optimization problems with applications to Markov control processes

JO - Kybernetika

PY - 2007

PB - Institute of Information Theory and Automation AS CR

VL - 43

IS - 3

SP - 347

EP - 368

AB - Firstly, in this paper there is considered a certain class of possibly unbounded optimization problems on Euclidean spaces, for which conditions that permit to obtain monotone minimizers are given. Secondly, the theory developed in the first part of the paper is applied to Markov control processes (MCPs) on real spaces with possibly unbounded cost function, and with possibly noncompact control sets, considering both the discounted and the average cost as optimality criterion. In the context described, conditions to obtain monotone optimal policies are provided. For the conditions of MCPs presented in the article, several controlled models including, in particular, two inventory/production systems and the linear regulator problem are supplied.

LA - eng

KW - monotone minimizer in an optimization problem; Markov control process; total discounted cost; average cost; monotone optimal policy; monotone minimizer in an optimization problem; Markov control process; total discounted cost; average cost; monotone optimal policy

UR - http://eudml.org/doc/33863

ER -

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## Citations in EuDML Documents

top- Rosa María Flores-Hernández, Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation
- Rosa María Flores-Hernández, Raúl Montes-de-Oca, Noncooperative games with noncompact joint strategies sets: increasing best responses and approximation to equilibrium points

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