Guo, Xin; Hu, Anran; Zhang, Junzi MF-OMO: an optimization formulation of mean-field games. (English) Zbl 07800990 SIAM J. Control Optim. 62, No. 1, 243-270 (2024). MSC: 49N80 91A16 90C05 90C46 91A07 91A10 91A25 PDFBibTeX XMLCite \textit{X. Guo} et al., SIAM J. Control Optim. 62, No. 1, 243--270 (2024; Zbl 07800990) Full Text: DOI arXiv
Yu, Huizhen On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs. (English) Zbl 1489.90211 Math. Oper. Res. 47, No. 2, 1474-1499 (2022). MSC: 90C40 90C46 93E20 90C05 90C48 PDFBibTeX XMLCite \textit{H. Yu}, Math. Oper. Res. 47, No. 2, 1474--1499 (2022; Zbl 1489.90211) Full Text: DOI arXiv
Avrachenkov, Konstantin; Gaitsgory, Vladimir; Gamertsfelder, Lucas LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems. (English) Zbl 1489.90207 J. Math. Anal. Appl. 512, No. 1, Article ID 126121, 54 p. (2022). MSC: 90C40 90C39 PDFBibTeX XMLCite \textit{K. Avrachenkov} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126121, 54 p. (2022; Zbl 1489.90207) Full Text: DOI arXiv
Guillot, Matthieu; Stauffer, Gautier The stochastic shortest path problem: a polyhedral combinatorics perspective. (English) Zbl 1441.90178 Eur. J. Oper. Res. 285, No. 1, 148-158 (2020). MSC: 90C40 90C05 90C35 68Q25 PDFBibTeX XMLCite \textit{M. Guillot} and \textit{G. Stauffer}, Eur. J. Oper. Res. 285, No. 1, 148--158 (2020; Zbl 1441.90178) Full Text: DOI arXiv
Yu, Huizhen On the minimum pair approach for average cost Markov decision processes with countable discrete action spaces and strictly unbounded costs. (English) Zbl 1432.90160 SIAM J. Control Optim. 58, No. 2, 660-685 (2020). MSC: 90C40 90C39 93E20 PDFBibTeX XMLCite \textit{H. Yu}, SIAM J. Control Optim. 58, No. 2, 660--685 (2020; Zbl 1432.90160) Full Text: DOI arXiv
Feinberg, Eugene A.; Zhang, Xiaoxuan Optimal switching on and off the entire service capacity of a parallel queue. (English) Zbl 1370.90284 Probab. Eng. Inf. Sci. 29, No. 4, 483-506 (2015). MSC: 90C40 90B22 60K25 PDFBibTeX XMLCite \textit{E. A. Feinberg} and \textit{X. Zhang}, Probab. Eng. Inf. Sci. 29, No. 4, 483--506 (2015; Zbl 1370.90284) Full Text: DOI arXiv
Lozovanu, Dmitrii; Pickl, Stefan Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs. (English) Zbl 1308.93226 Discrete Appl. Math. 182, 169-180 (2015). MSC: 93E20 90C40 93C55 PDFBibTeX XMLCite \textit{D. Lozovanu} and \textit{S. Pickl}, Discrete Appl. Math. 182, 169--180 (2015; Zbl 1308.93226) Full Text: DOI
Eaves, B. Curtis; Veinott, Arthur F. jun. Maximum-stopping-value policies in finite Markov population decision chains. (English) Zbl 1325.60060 Math. Oper. Res. 39, No. 3, 597-606 (2014). MSC: 60G40 60J10 60J22 90C40 90C05 PDFBibTeX XMLCite \textit{B. C. Eaves} and \textit{A. F. Veinott jun.}, Math. Oper. Res. 39, No. 3, 597--606 (2014; Zbl 1325.60060) Full Text: DOI
Kallenberg, Lodewijk Derman’s book as inspiration: some results on LP for MDPs. (English) Zbl 1306.90167 Ann. Oper. Res. 208, 63-94 (2013). MSC: 90C40 90C05 PDFBibTeX XMLCite \textit{L. Kallenberg}, Ann. Oper. Res. 208, 63--94 (2013; Zbl 1306.90167) Full Text: DOI
Park, M.; Krishnamoorthy, K.; Darbha, S.; Chandler, P.; Pachter, M. State partitioning based linear program for stochastic dynamic programs: an invariance property. (English) Zbl 1258.90055 Oper. Res. Lett. 40, No. 6, 487-491 (2012). MSC: 90C15 90C39 PDFBibTeX XMLCite \textit{M. Park} et al., Oper. Res. Lett. 40, No. 6, 487--491 (2012; Zbl 1258.90055) Full Text: DOI
Avrachenkov, Konstantin E.; Haviv, Moshe Perturbation of null spaces with application to the eigenvalue problem and generalized inverses. (English) Zbl 1029.15006 Linear Algebra Appl. 369, 1-25 (2003). Reviewer: E.Kreyszig (Ottawa) MSC: 15A18 15A42 15A09 65F15 PDFBibTeX XMLCite \textit{K. E. Avrachenkov} and \textit{M. Haviv}, Linear Algebra Appl. 369, 1--25 (2003; Zbl 1029.15006) Full Text: DOI
Helmes, K.; Stockbridge, R. H. Numerical comparison of controls and verification of optimality for stochastic control problems. (English) Zbl 0965.93099 J. Optimization Theory Appl. 106, No. 1, 107-127 (2000). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E20 93C05 93E25 PDFBibTeX XMLCite \textit{K. Helmes} and \textit{R. H. Stockbridge}, J. Optim. Theory Appl. 106, No. 1, 107--127 (2000; Zbl 0965.93099) Full Text: DOI
Tapiero, Charles S.; Sulem, Agnès Computational aspects in applied stochastic control. (English) Zbl 0821.90026 Comput. Econ. 7, No. 2, 109-146 (1994). Reviewer: C.S.Tapiero (Cergy Pontoise) MSC: 91B62 93E20 49L20 91B28 90B05 90C15 49N10 93B40 60J10 PDFBibTeX XMLCite \textit{C. S. Tapiero} and \textit{A. Sulem}, Comput. Econ. 7, No. 2, 109--146 (1994; Zbl 0821.90026) Full Text: DOI
Hordjik, Arie; Lasserre, Jean B. Linear programming formulation of MDPs in countable state space: The multichain case. (English) Zbl 0828.90134 Z. Oper. Res. 40, No. 1, 91-108 (1994). Reviewer: M.Schäl (Bonn) MSC: 90C40 90C05 PDFBibTeX XMLCite \textit{A. Hordjik} and \textit{J. B. Lasserre}, Z. Oper. Res. 40, No. 1, 91--108 (1994; Zbl 0828.90134) Full Text: DOI
Kallenberg, L. C. M. Survey of linear programming for standard and nonstandard Markovian control problems. I: Theory. (English) Zbl 0810.90133 Z. Oper. Res. 40, No. 1, 1-42 (1994). MSC: 90C40 90C05 91A15 PDFBibTeX XMLCite \textit{L. C. M. Kallenberg}, Z. Oper. Res. 40, No. 1, 1--42 (1994; Zbl 0810.90133) Full Text: DOI
Hernández-Lerma, Onésimo; Lasserre, Jean B. Weak conditions for average optimality in Markov control processes. (English) Zbl 0804.49018 Syst. Control Lett. 22, No. 4, 287-291 (1994). Reviewer: K.Wickwire (Bedford) MSC: 49J52 49J55 49K45 PDFBibTeX XMLCite \textit{O. Hernández-Lerma} and \textit{J. B. Lasserre}, Syst. Control Lett. 22, No. 4, 287--291 (1994; Zbl 0804.49018) Full Text: DOI
Chung, Kun-Jen Mean-variance criteria in an undiscounted Markov decision process. (English) Zbl 0798.90129 Eur. J. Oper. Res. 69, No. 2, 265-276 (1993). Reviewer: E.A.Feinberg (Stony Brook) MSC: 90C40 PDFBibTeX XMLCite \textit{K.-J. Chung}, Eur. J. Oper. Res. 69, No. 2, 265--276 (1993; Zbl 0798.90129) Full Text: DOI
Liu Sheng, Olivia R. Optimization of file migration policies in distributed computer systems. (English) Zbl 0825.68232 Comput. Oper. Res. 19, No. 5, 335-351 (1992). MSC: 68M20 68M10 68P15 PDFBibTeX XMLCite \textit{O. R. Liu Sheng}, Comput. Oper. Res. 19, No. 5, 335--351 (1992; Zbl 0825.68232) Full Text: DOI
Chung, Kun-Jen A note on maximal mean/standard deviation ratio in an undiscounted MDP. (English) Zbl 0679.90091 Oper. Res. Lett. 8, No. 4, 201-203 (1989). Reviewer: R.Beedgen MSC: 90C40 60J05 60J20 PDFBibTeX XMLCite \textit{K.-J. Chung}, Oper. Res. Lett. 8, No. 4, 201--203 (1989; Zbl 0679.90091) Full Text: DOI
Filar, Jerzy A.; Schultz, Todd A. Communicating MDPs: Equivalence and LP properties. (English) Zbl 0659.90095 Oper. Res. Lett. 7, No. 6, 303-307 (1988). Reviewer: H.J.Weiner MSC: 90C40 90C05 60J10 PDFBibTeX XMLCite \textit{J. A. Filar} and \textit{T. A. Schultz}, Oper. Res. Lett. 7, No. 6, 303--307 (1988; Zbl 0659.90095) Full Text: DOI
Mizuno, Norihiro Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems. (English) Zbl 0569.90093 Oper. Res. Lett. 3, 307-311 (1985). MSC: 90C40 90C05 65K05 PDFBibTeX XMLCite \textit{N. Mizuno}, Oper. Res. Lett. 3, 307--311 (1985; Zbl 0569.90093) Full Text: DOI
van der Wall, J.; Wessels, J. Markov decision processes. (English) Zbl 0564.90088 Stat. Neerl. 39, 219-233 (1985). MSC: 90C40 90-02 90C15 90C39 PDFBibTeX XMLCite \textit{J. van der Wall} and \textit{J. Wessels}, Stat. Neerl. 39, 219--233 (1985; Zbl 0564.90088) Full Text: DOI
Haviv, Moshe; Rothblum, Uriel G. Bounds on distances between eigenvalues. (English) Zbl 0555.15010 Linear Algebra Appl. 63, 101-118 (1984). Reviewer: A.Bunse-Gerstner MSC: 15A42 65F15 PDFBibTeX XMLCite \textit{M. Haviv} and \textit{U. G. Rothblum}, Linear Algebra Appl. 63, 101--118 (1984; Zbl 0555.15010) Full Text: DOI
Mizuno, Norihiro On the block upper-triangularity of undiscounted multi-chain Markov decision problems. (English) Zbl 0521.90102 Oper. Res. Lett. 2, 127-133 (1983). MSC: 90C40 65K05 90C39 90C05 PDFBibTeX XMLCite \textit{N. Mizuno}, Oper. Res. Lett. 2, 127--133 (1983; Zbl 0521.90102) Full Text: DOI
Sniedovich, Moshe Dynamic programming and principles of optimality. (English) Zbl 0406.49014 J. Math. Anal. Appl. 65, 586-606 (1978). MSC: 49L20 93E20 90C39 90C40 90C47 PDFBibTeX XMLCite \textit{M. Sniedovich}, J. Math. Anal. Appl. 65, 586--606 (1978; Zbl 0406.49014) Full Text: DOI
Mendelssohn, Roy Optimal harvesting strategies for stochastic single-species, multiage class models. (English) Zbl 0385.92017 Math. Biosci. 41, 159-174 (1978). MSC: 92D40 PDFBibTeX XMLCite \textit{R. Mendelssohn}, Math. Biosci. 41, 159--174 (1978; Zbl 0385.92017) Full Text: DOI
Tomasini, Luigi M. Optimal choice of reward levels in an organization. (English) Zbl 0377.90008 Theory Decis. 9, 195-198 (1978). MSC: 91B06 PDFBibTeX XMLCite \textit{L. M. Tomasini}, Theory Decis. 9, 195--198 (1978; Zbl 0377.90008) Full Text: DOI
Heilmann, W.-R. Solving stochastic dynamic programming problems by linear programming - an annotated bibliography. (English) Zbl 0374.90082 Z. Oper. Res., Ser. A 22, 43-53 (1978). MSC: 90C40 90-02 90C05 PDFBibTeX XMLCite \textit{W. R. Heilmann}, Z. Oper. Res., Ser. A 22, 43--53 (1978; Zbl 0374.90082) Full Text: DOI
Brosh, I.; Shlifer, E.; Schweitzer, P. J. Generalized Markovian decision processes. (English) Zbl 0417.90087 Z. Oper. Res., Ser. A 21, 173-186 (1977). MSC: 90C47 41A25 PDFBibTeX XMLCite \textit{I. Brosh} et al., Z. Oper. Res., Ser. A 21, 173--186 (1977; Zbl 0417.90087) Full Text: DOI
Mine, Hisashi; Tabata, Yoshio A new optimality criterion for discrete dynamic programming. (English) Zbl 0234.90064 J. Math. Anal. Appl. 37, 118-129 (1972). MSC: 90C39 90C40 PDFBibTeX XMLCite \textit{H. Mine} and \textit{Y. Tabata}, J. Math. Anal. Appl. 37, 118--129 (1972; Zbl 0234.90064) Full Text: DOI