Markov decision process design : A framework for integrating strategic and operational decisions

We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates the design and operational phases, which are represented by a mixed-integer program and discounted-cost infinite-horizon Markov decision processes, respectively...

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Publié dans:Operations research letters. - 1998. - 54(2024) vom: 25. Mai
Auteur principal: Brown, Seth (Auteur)
Autres auteurs: Sinha, Saumya, Schaefer, Andrew J
Format: Article en ligne
Langue:English
Publié: 2024
Accès à la collection:Operations research letters
Sujets:Journal Article Bilevel optimization Design optimization Markov decision processes