Structural properties of stochastic dynamic programs are essential to understanding the nature of the solutions and in deriving appropriate approximation techniques. We concentrate on a class of multidimensional Markov decision processes and derive sufficient conditions for the monotonicity of the value functions. We illustrate our result in the case of the Multiproduct Batch Dispatch (MBD) problem
We formalize and analyze the notions of stochastic monotonicity and realizable monotonicity for Mark...
Multistage stochastic programs bring computational complexity which may increase exponentially with ...
This research is interested in optimal control of Markov decision processes ...
Structural properties of stochastic dynamic programs are essential to understanding the nature of th...
This paper provides a unified framework to study monotone optimal control for a class of Markov deci...
Markov decision theory has been widely used to model engineering setups as sequential optimization p...
A stochastic matrix is "monotone" [4] if its row-vectors are stochastically increasing. Closure prop...
AbstractA stochastic matrix is “monotone” [4] if its row-vectors are stochastically increasing. Clos...
Abstract We discuss a basic model for on-line decision-making in workflow processes in which there i...
summary:Firstly, in this paper there is considered a certain class of possibly unbounded optimizatio...
Many sequential decision problems can be formulated as Markov decision processes (MDPs) where the op...
International audienceStochastic monotonicity is one of the sufficient conditions for stochastic com...
International audienceThe aim of this paper is to study the monotonicity properties with respect to ...
Recent research suggests that new product specifications evolve during its realization. In this pape...
Multiclass queueing networks (McQNs) extend the classical concept of the Jackson network by allowing...
We formalize and analyze the notions of stochastic monotonicity and realizable monotonicity for Mark...
Multistage stochastic programs bring computational complexity which may increase exponentially with ...
This research is interested in optimal control of Markov decision processes ...
Structural properties of stochastic dynamic programs are essential to understanding the nature of th...
This paper provides a unified framework to study monotone optimal control for a class of Markov deci...
Markov decision theory has been widely used to model engineering setups as sequential optimization p...
A stochastic matrix is "monotone" [4] if its row-vectors are stochastically increasing. Closure prop...
AbstractA stochastic matrix is “monotone” [4] if its row-vectors are stochastically increasing. Clos...
Abstract We discuss a basic model for on-line decision-making in workflow processes in which there i...
summary:Firstly, in this paper there is considered a certain class of possibly unbounded optimizatio...
Many sequential decision problems can be formulated as Markov decision processes (MDPs) where the op...
International audienceStochastic monotonicity is one of the sufficient conditions for stochastic com...
International audienceThe aim of this paper is to study the monotonicity properties with respect to ...
Recent research suggests that new product specifications evolve during its realization. In this pape...
Multiclass queueing networks (McQNs) extend the classical concept of the Jackson network by allowing...
We formalize and analyze the notions of stochastic monotonicity and realizable monotonicity for Mark...
Multistage stochastic programs bring computational complexity which may increase exponentially with ...
This research is interested in optimal control of Markov decision processes ...