Markov control processes with randomized discounted cost

Author:

González-Hernández Juan,López-Martínez Raquiel R.,Pérez-Hernández J. Rubén

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Reference29 articles.

1. Abbad M, Daoui C (2003) Hierarchical algorithms for discounted Markov decision processes. Math Methods Oper Res 58:237–245

2. Altman E (1999) Constrained Markov decision processes. Chapman & Hall/CRC, Boca Raton

3. Bertsekas DP (1995) Dynamic programming and optimal control. Athena Scientific, Belmont

4. Berument H, Kilinc Z, Ozlale U (2004) The effects of different inflation risk prepius on interest rate spreads. Physica A 333:317–324

5. Borkar VS (1991) Topics in controlled Markov chains. Longman, New York

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