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Authors:
Lozovanu, Dimitrii; Pickl, Stefan 
Document type:
Zeitschriftenartikel / Journal Article 
Title:
Determining the Optimal Strategies for discrete control problems on stochastic networks with discounted costs 
Journal:
Discrete Applied Mathematics 
Volume:
182 
Year:
2015 
Pages from - to:
169-180 
Language:
Englisch 
Abstract:
The main results of the paper are concerned with determining the optimal stationary strategies for stochastic discrete control problems on networks with discounted costs. We ground polynomial time algorithms for determining the optimal strategies of this problem using a linear programming approach. Additionally, we show that the proposed approach can be extended for Markov decision processes with a total discounted cost optimization criterion. 
Department:
Fakultät für Informatik 
Institute:
INF 1 - Institut für Theoretische Informatik, Mathematik und Operations Research 
Chair:
Pickl, Stefan 
Open Access yes or no?:
Nein / No