Monotone optimal control for a class of Markov decision processes
This paper provides a unified framework to study monotone optimal control for a class of Markov decision processes through D-multimodularity. We demonstrate that each system in this class can be classified as either a substitution-type or a complement-type system according to the possible transition...
Saved in:
Main Authors: | Li, Michael Z. F., Zhuang, Weifen |
---|---|
Other Authors: | Nanyang Business School |
Format: | Article |
Language: | English |
Published: |
2013
|
Subjects: | |
Online Access: | https://hdl.handle.net/10356/102555 http://hdl.handle.net/10220/11277 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management
by: Zhuang, Weifen
Published: (2009) -
Dynamic pricing with two revenue streams
by: Li, Michael Z. F., et al.
Published: (2013) -
Markov Decision Processes with Their Applications
by: Hu, Qiying, et al.
Published: (2017) -
Regret based Robust Solutions for Uncertain Markov Decision Processes
by: AHMED, Asrar, et al.
Published: (2013) -
Optimal Control of Boolean Control Networks with Discounted Cost: An Efficient Approach based on Deterministic Markov Decision Process.
by: Gao, Shuhua, et al.
Published: (2020)