Montes-de-Oca R.

R. Montes-de-Oca

Information about the author R. Montes-de-Oca will soon be added to the site.
Found 4 papers in total
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
2001
This article concerns Markov decision chains with finite state and action spaces, and...
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
2000
This note concerns Markov decision processes on a discrete state space. It is supposed...
Application of average dynamic programming to inventory systems
Application of average dynamic programming to inventory systems
1998
We show the existence of average cost (AC-) optimal policy for an inventory system...
Recurrence conditions for Markov decision processes with Borel state space: A survey
Recurrence conditions for Markov decision processes with Borel state space: A survey
1991
This paper describes virtually all the recurrence conditions used heretofore for...
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