Monotone optimal control for a class of Markov decision processes

► A unified framework to study monotone optimal control for a class of Markov decision processes through D-multimodularity. ► System classification mechanism and generic proof of structural properties. ► With this unified theory, no need to pursue each problem ad hoc and structural properties of thi...

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Veröffentlicht in:	European journal of operational research 2012-03, Vol.217 (2), p.342-350
Hauptverfasser:	Zhuang, Weifen, Li, Michael Z.F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Classification Complement D-multimodularity Decision making models Decision theory. Utility theory Exact sciences and technology Markov analysis Markov processes Mathematics Monotone optimal control Operational research Operational research and scientific management Operational research. Management science Optimal control Optimization techniques Probability and statistics Probability theory and stochastic processes Proving Sciences and techniques of general use Studies Substitution
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