Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs
The main results of the paper are concerned with determining the optimal stationary strategies for stochastic discrete control problems on networks with discounted costs. We ground polynomial time algorithms for determining the optimal strategies of this problem using a linear programming approach....
Gespeichert in:
Veröffentlicht in: | Discrete Applied Mathematics 2015-02, Vol.182, p.169-180 |
---|---|
Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | The main results of the paper are concerned with determining the optimal stationary strategies for stochastic discrete control problems on networks with discounted costs. We ground polynomial time algorithms for determining the optimal strategies of this problem using a linear programming approach. Additionally, we show that the proposed approach can be extended for Markov decision processes with a total discounted cost optimization criterion. |
---|---|
ISSN: | 0166-218X 1872-6771 |
DOI: | 10.1016/j.dam.2014.09.009 |