Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points.
Juan González-HernándezRaquiel R. López-MartínezJ. Adolfo Minjárez-SosaJ. Rigoberto Gabriel-ArguellesPublished in: Risk Decis. Anal. (2013)
Keyphrases
- production processes
- evaluation criteria
- average cost
- high cost
- control system
- markov decision processes
- optimal control
- data points
- markov chain
- learning algorithm
- quantitative measures
- stochastic processes
- evaluation methods
- feature points
- endpoints
- total cost
- control method
- optimal policy
- long run
- infinite horizon
- dynamic programming
- graph theory
- cost sensitive
- raw material