Ghosh, Mrinal K. (1990) Markov decision processes with multiple costs Operations Research Letters, 9 (4). pp. 257-260. ISSN 0167-6377
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016763...
Related URL: http://dx.doi.org/10.1016/0167-6377(90)90070-L
Abstract
This note considers finite state and action spaces controlled Markov chains with multiple costs. The set of Pareto-optimal solutions is characterized. A particular utility function is considered and a parallel algorithm is developed to find an optimal solution with respect to that utility function.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Controlled Markov Chain; Stationary Randomized Strategy; Occupation Measure; Pareto Optimality; Utility Function |
| ID Code: | 11844 |
| Deposited On: | 13 Nov 2010 13:48 |
| Last Modified: | 02 Jun 2011 08:27 |
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