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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Bibliographische Detailangaben
Veröffentlicht in:Operations research letters. - 1998. - 54(2024) vom: 30. Apr.
1. Verfasser: Brown, Seth (VerfasserIn)
Weitere Verfasser: Sinha, Saumya, Schaefer, Andrew J
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2024
Zugriff auf das übergeordnete Werk:Operations research letters
Schlagworte:Journal Article Bilevel optimization Design optimization Markov decision processes