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....

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Discrete Applied Mathematics 2015-02, Vol.182, p.169-180
Hauptverfasser: Lozovanu, Dmitrii, Pickl, Stefan
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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