Learning algorithms for finite horizon constrained markov decision processes
DSpace at IIT Bombay
View Archive InfoField | Value | |
Title |
Learning algorithms for finite horizon constrained markov decision processes
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Creator |
MITTAL, A
HEMACHANDRA, N |
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Subject |
stochastic-approximation
markov decision processes risk management supply chains control of queues |
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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.
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Publisher |
AMER INST MATHEMATICAL SCIENCES
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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 |
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Type |
Article
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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 |
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Language |
en
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