Article ID: | iaor201111023 |
Volume: | 217 |
Issue: | 2 |
Start Page Number: | 342 |
End Page Number: | 350 |
Publication Date: | Mar 2012 |
Journal: | European Journal of Operational Research |
Authors: | Li Michael Z F, Zhuang Weifen |
Keywords: | programming: markov decision, optimization, stochastic processes |
This paper provides a unified framework to study monotone optimal control for a class of Markov decision processes through