Record Details

Learning algorithms for finite horizon constrained markov decision processes

DSpace at IIT Bombay

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Title Learning algorithms for finite horizon constrained markov decision processes
 
Creator MITTAL, A
HEMACHANDRA, N
 
Subject stochastic-approximation
markov decision processes
risk management
supply chains control of queues
 
Description We propose a heuristic and two stochastic approximation based learning algorithms for finite horizon, finite state-action constrained Markov decision models. We include models and numerical examples arising from risk management in fund allocation, retailer-depot production availability in a supply chain and admission control in a simple queue, that have to satisfy performance based constraints.
 
Publisher AMER INST MATHEMATICAL SCIENCES
 
Date 2011-07-15T11:57:26Z
2011-12-26T12:49:28Z
2011-12-27T05:52:52Z
2011-07-15T11:57:26Z
2011-12-26T12:49:28Z
2011-12-27T05:52:52Z
2007
 
Type Article
 
Identifier JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 3(3), 429-444
1547-5816
http://dspace.library.iitb.ac.in/xmlui/handle/10054/4268
http://hdl.handle.net/10054/4268
 
Language en