Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach

2013 ◽  
Vol 35 (5) ◽  
pp. 575-591 ◽  
Author(s):  
Juan González-Hernández ◽  
Raquiel R. López-Martínez ◽  
J. Adolfo Minjárez-Sosa ◽  
J. Rigoberto Gabriel-Arguelles
Keyword(s):  
Linear Programming ◽  
Programming Approach ◽  
Discounted Cost ◽  
Linear Programming Approach ◽  
Control Processes ◽  
Infinite Linear Programming ◽  
Markov Control Processes ◽  
Markov Control ◽  
Infinite Linear

Markov control processes with randomized discounted cost

2006 ◽  
Vol 65 (1) ◽  
pp. 27-44 ◽  
Author(s):  
Juan González-Hernández ◽  
Raquiel R. López-Martínez ◽  
J. Rubén Pérez-Hernández
Keyword(s):  
Discounted Cost ◽  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control

Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points

2013 ◽  
Vol 4 (3) ◽  
pp. 163-176 ◽  
Author(s):  
Juan González-Hernández ◽  
Raquiel R. López-Martínez ◽  
J. Adolfo Minjárez-Sosa ◽  
J. Rigoberto Gabriel-Arguelles
Keyword(s):  
Discounted Cost ◽  
Control Processes ◽  
Extremal Points ◽  
Occupation Measures ◽  
Markov Control Processes ◽  
Markov Control

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
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