The Continuous Linearization Method of the Fourth Order
Anđelija Nedić, Milojica Jaćimović, Anatoly S. Antipin (1997)
The Yugoslav Journal of Operations Research
Anđelija Nedić (1995)
The Yugoslav Journal of Operations Research
Josef Stoer (1984)
Numerische Mathematik
Lewis, A.S. (1995)
Journal of Convex Analysis
Moshe Sniedovich, Stefan Voß (2006)
Control and Cybernetics
J. Gondzio, D. Tachat (1994)
RAIRO - Operations Research - Recherche Opérationnelle
Andrzej Gosćiński, Krzysztof Zieliński (1981)
Kybernetika
Graham Smith, Jeremy Dawson (1979)
Aplikace matematiky
Modifications to a procedure for determining necessary and sufficient conditions for the existence of a solution to the multi-index problem are described. These modifications reduce the computation required to such an extent that necessary and sufficient conditions for the existence of a solution to the 3x3x3 multi-index problem can now be determined. These conditions are given in this paper.
Homer H. Schmitz, N. K. Kwak, P. J. Kuzdrall (1978)
RAIRO - Operations Research - Recherche Opérationnelle
Klaus Jansen, Petra Scheffler, Gerhard Woeginger (1997)
RAIRO - Operations Research - Recherche Opérationnelle
Duško Letić, Vesna Jevtić (2009)
The Yugoslav Journal of Operations Research
Júdice, J.J. (1983/1984)
Portugaliae mathematica
H.P. KÜNZI, H. TZSCHACH (1965)
Numerische Mathematik
Monteiro, L.H.A., Oliveira, D.N., Chaui-Berlinck, J.G. (2009)
Mathematical Problems in Engineering
Frank Plastria (1991)
The Yugoslav Journal of Operations Research
Melamed, Benjamin (1997)
Journal of Applied Mathematics and Stochastic Analysis
Ron Adelsman, Andrew Whinston (1977)
RAIRO - Operations Research - Recherche Opérationnelle
Pavla Kunderová (1985)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
Butnariu, D. (1995)
Journal of Applied Analysis
Haifeng Huo, Xian Wen (2022)
Kybernetika
This paper considers an exponential cost optimality problem for finite horizon semi-Markov decision processes (SMDPs). The objective is to calculate an optimal policy with minimal exponential costs over the full set of policies in a finite horizon. First, under the standard regular and compact-continuity conditions, we establish the optimality equation, prove that the value function is the unique solution of the optimality equation and the existence of an optimal policy by using the minimum nonnegative...