scholarly journals Blackwell optimal policies in countable dynamic programming without aperiodicity assumptions

1996 ◽  
pp. 401-407 ◽  
Author(s):  
Alex Yushkevich
Keyword(s):  
Dynamic Programming ◽  
Optimal Policies

Invariant problems in discounted dynamic programming

1978 ◽  
Vol 10 (2) ◽  
pp. 472-490 ◽  
Author(s):  
David Assaf
Keyword(s):  
Dynamic Programming ◽  
Arbitrary State ◽  
Transition Mechanism ◽  
Current State ◽  
A Value ◽  
Discounted Dynamic Programming ◽  
Optimal Policies ◽  
Finite Action ◽  
Value Determination ◽  
Special Case

Discounted dynamic programming problems whose transition mechanism depends only on the action taken and does not depend on the current state are considered. A value determination operation and method of obtaining optimal policies for the case of finite action space (and arbitrary state space) are presented.The solution of other problems is reduced to this special case by a suitable transformation. Results are illustrated by examples.

On the optimal control of a deterministic epidemic

1974 ◽  
Vol 6 (04) ◽  
pp. 622-635 ◽  
Author(s):  
R. Morton ◽  
K. H. Wickwire
Keyword(s):  
Optimal Control ◽  
Dynamic Programming ◽  
Sufficient Conditions ◽  
Bounded Control ◽  
Closed Population ◽  
Control Scheme ◽  
Optimal Policies ◽  
Sufficient Conditions For Optimality ◽  
The Cost ◽  
Cost Functionals

A control scheme for the immunisation of susceptibles in the Kermack-McKendrick epidemic model for a closed population is proposed. The bounded control appears linearly in both dynamics and integral cost functionals and any optimal policies are of the “bang-bang” type. The approach uses Dynamic Programming and Pontryagin's Maximum Principle and allows one, for certain values of the cost and removal rates, to apply necessary and sufficient conditions for optimality and show that a one-switch candidate is the optimal control. In the remaining cases we are still able to show that an optimal control, if it exists, has at most one switch.

scholarly journals استخدام البرمجة الديناميكية في حل انموذج المعاينة الدورية الثابته لمشكلة الخزين مع تطبيق عملي في شركة الاقصى التجارية لاستيراد المولدات

2008 ◽  
Vol 14 (52) ◽  
pp. 275
Author(s):  
عمر محمد ناصر
Keyword(s):  
Dynamic Programming ◽  
Periodic Review ◽  
Optimal Policies ◽  
Review Model

يهدف البحث الى استخدام البرمجة الديناميكية (Dynamic Programming) في حل انموذج المعاينة الدورية الثابته لمشكلة الخزين (Deterministic periodic Review Model) ومن ثم ايجاد السياسات المثلى (Optimal policies) التي تتبعها المؤسسة في الشراء او الانتاج (في مثالنا التطبيقي شركة الاقصى تقوم بشراء المولدات من الخارج).  

Cost rate heuristics for semi-Markov decision processes

1992 ◽  
Vol 29 (03) ◽  
pp. 633-644
Author(s):  
K. D. Glazebrook ◽  
Michael P. Bailey ◽  
Lyn R. Whitaker
Keyword(s):  
Dynamic Programming ◽  
Markov Decision Processes ◽  
Preventive Maintenance ◽  
Decision Processes ◽  
Cost Rate ◽  
Backwards Induction ◽  
Optimal Policies ◽  
Markov Decision ◽  
Speed Of Evolution

In response to the computational complexity of the dynamic programming/backwards induction approach to the development of optimal policies for semi-Markov decision processes, we propose a class of heuristics resulting from an inductive process which proceeds forwards in time. These heuristics always choose actions in such a way as to minimize some measure of the current cost rate. We describe a procedure for calculating such cost rate heuristics. The quality of the performance of such policies is related to the speed of evolution (in a cost sense) of the process. A simple model of preventive maintenance is described in detail. Cost rate heuristics for this problem are calculated and assessed computationally.

A simple proof of Whittle's bridging condition in dynamic programming

1980 ◽  
Vol 17 (04) ◽  
pp. 1114-1116
Author(s):  
Roger Hartley
Keyword(s):  
Dynamic Programming ◽  
Simple Proof ◽  
Short Proof ◽  
Special Treatment ◽  
Optimal Value ◽  
Optimal Policies

We offer a short proof that the bridging condition introduced by Whittle is sufficient for regularity in negative dynamic programming. We exploit concavity of the optimal value operator and do not need a special treatment of the case when optimal policies do not exist.

Stochastic and Fuzzy Decision Problems in Three-Workpiece Lapping Process

1981 ◽  
Vol 103 (2) ◽  
pp. 192-196
Author(s):  
Y. Sakai ◽  
Y. Tanaka ◽  
M. Ido
Keyword(s):  
Differential Equation ◽  
Dynamic Programming ◽  
Stochastic Differential Equation ◽  
Decision Problems ◽  
Programming Approach ◽  
Fuzzy Decision ◽  
Flat Surfaces ◽  
Dynamic Programming Approach ◽  
Process Dynamics ◽  
Optimal Policies

The basic, remarkable properties lying in the three-workpiece lapping process were previously described by the authors. It was assured there that highly flat surfaces can be obtained predicting and controlling the change in shape of the three workpieces. A methodology of an optimal handling of the process was also developed in another paper, regarding the process as a deterministic one. A modified but more practical discussion is taken up here taking into consideration the stochastic behavior of the process. In so doing, a stochastic treatment in the dynamic programming approach is introduced with the reformulation of the process dynamics as a stochastic differential equation. The concept of fuzzy sets is also employed in order to overcome the difficulty in setting the criterion for optimal policies, which seems to be useful in manufacturing fields.

On optimal policies and martingales in dynamic programming

1976 ◽  
Vol 13 (03) ◽  
pp. 507-518 ◽  
Author(s):  
Ulrich Rieder
Keyword(s):  
Dynamic Programming ◽  
Sufficient Conditions ◽  
Dynamic Program ◽  
Necessary And Sufficient Conditions ◽  
General State ◽  
Martingale Approach ◽  
Optimal Policies ◽  
Necessary And Sufficient ◽  
Action Spaces

A martingale approach to a dynamic program with general state and action spaces is taken. Several necessary and sufficient conditions are given for a policy to be optimal. The results comprehend and modify different criteria of optimality given for dynamic programming problems. Finally, two applications are stated.

Invariant problems in discounted dynamic programming

1978 ◽  
Vol 10 (02) ◽  
pp. 472-490 ◽  
Author(s):  
David Assaf
Keyword(s):  
Dynamic Programming ◽  
Arbitrary State ◽  
Transition Mechanism ◽  
Current State ◽  
A Value ◽  
Discounted Dynamic Programming ◽  
Optimal Policies ◽  
Finite Action ◽  
Value Determination ◽  
Special Case

Discounted dynamic programming problems whose transition mechanism depends only on the action taken and does not depend on the current state are considered. A value determination operation and method of obtaining optimal policies for the case of finite action space (and arbitrary state space) are presented. The solution of other problems is reduced to this special case by a suitable transformation. Results are illustrated by examples.

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