Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
481248 | European Journal of Operational Research | 2010 | 4 Pages |
Abstract
We study controlled Markov processes where multiple decisions need to be made for each state. We present conditions on the cost structure and the state transition mechanism of the process under which optimal decisions are restricted to a subset of the decision space. As a result, the numerical computation of the optimal policy may be significantly expedited.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Dimitrios G. Pandelis,