Kallenberg L.C.M.

L.C.M. Kallenberg

Information about the author L.C.M. Kallenberg will soon be added to the site.
Found 5 papers in total
On the value function in constrained control of Markov chains
On the value function in constrained control of Markov chains
1996
It is known that the value function in an unconstrained Markov decision process with...
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
1994
This paper gives an overview of linear programming methods for solving standard and...
Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
1994
This paper deals with some applications of Markov decision models for which the linear...
On finding optimal policies for Markov decision chains: A unifying framework for mean-variance-tradeoffs
On finding optimal policies for Markov decision chains: A unifying framework for mean-variance-tradeoffs
1994
This paper proves constructively the existence of optimal policies for maximum...
Separable Markovian decision problems: The linear programming method in the multichain case
Separable Markovian decision problems: The linear programming method in the multichain case
1992
Separable Markovian decision problems have the property that for certain pairs ( i,a)...
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