| Article ID: | iaor1991639 |
| Country: | Netherlands |
| Volume: | 9 |
| Issue: | 4 |
| Start Page Number: | 257 |
| End Page Number: | 260 |
| Publication Date: | Jul 1990 |
| Journal: | Operations Research Letters |
| Authors: | Ghosh Mrinal K. |
| Keywords: | markov processes |
This note considers finite state and action spaces controlled Markov chains with multiple costs. The set of Pareto-optimal solutions is characterized. A particular utility function is considered and a parallel algorithm is developed to find an optimal solution with respect to that utility function.