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Finding the K best policies in a finite-horizon Markov decision process

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  • Nielsen, Lars Relund
  • Kristensen, Anders Ringgaard

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  • Nielsen, Lars Relund & Kristensen, Anders Ringgaard, 2006. "Finding the K best policies in a finite-horizon Markov decision process," European Journal of Operational Research, Elsevier, vol. 175(2), pages 1164-1179, December.
    • Handle: RePEc:eee:ejores:v:175:y:2006:i:2:p:1164-1179
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    References listed on IDEAS

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    1. Anders Kristensen & Erik Jørgensen, 2000. "Multi‐level hierarchic Markov processes as a framework for herd management support," Annals of Operations Research, Springer, vol. 94(1), pages 69-89, January.
    2. Pretolani, Daniele, 2000. "A directed hypergraph model for random time dependent shortest paths," European Journal of Operational Research, Elsevier, vol. 123(2), pages 315-324, June.
    3. Kristensen, Anders R., 1988. "Hierarchic Markov processes and their applications in replacement models," European Journal of Operational Research, Elsevier, vol. 35(2), pages 207-215, May.
    4. A. Hordijk & L. C. M. Kallenberg, 1984. "Constrained Undiscounted Stochastic Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 9(2), pages 276-289, May.
    5. Richard Bellman, 1957. "On a Dynamic Programming Approach to the Caterer Problem--I," Management Science, INFORMS, vol. 3(3), pages 270-278, April.
    6. Cyrus Derman & Arthur F. Veinott, Jr., 1972. "Constrained Markov Decision Chains," Management Science, INFORMS, vol. 19(4-Part-1), pages 389-390, December.
    7. Nielsen, Lars Relund & Pretolani, Daniele & Andersen, Kim Allan, 2004. "K shortest paths in stochastic time-dependent networks," CORAL Working Papers L-2004-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    8. Cyrus Derman & Morton Klein, 1965. "Some Remarks on Finite Horizon Markovian Decision Models," Operations Research, INFORMS, vol. 13(2), pages 272-278, April.
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    Cited by:

    1. Huang, Yonghui & Guo, Xianping, 2011. "Finite horizon semi-Markov decision processes with application to maintenance systems," European Journal of Operational Research, Elsevier, vol. 212(1), pages 131-140, July.
    2. Reza Pourmoayed & Lars Relund Nielsen, 2022. "Optimizing pig marketing decisions under price fluctuations," Annals of Operations Research, Springer, vol. 314(2), pages 617-644, July.
    3. Nazila Bazrafshan & M. M. Lotfi, 2020. "A finite-horizon Markov decision process model for cancer chemotherapy treatment planning: an application to sequential treatment decision making in clinical trials," Annals of Operations Research, Springer, vol. 295(1), pages 483-502, December.
    4. Lars Relund Nielsen & Erik Jørgensen & Søren Højsgaard, 2011. "Embedding a state space model into a Markov decision process," Annals of Operations Research, Springer, vol. 190(1), pages 289-309, October.
    5. A Ponchet & M Fouladirad & A Grall, 2011. "Maintenance policy on a finite time span for a gradually deteriorating system with imperfect improvements," Journal of Risk and Reliability, , vol. 225(2), pages 105-116, June.
    6. Pourmoayed, Reza & Nielsen, Lars Relund & Kristensen, Anders Ringgaard, 2016. "A hierarchical Markov decision process modeling feeding and marketing decisions of growing pigs," European Journal of Operational Research, Elsevier, vol. 250(3), pages 925-938.
    7. Pretolani, Daniele, 2013. "Finding hypernetworks in directed hypergraphs," European Journal of Operational Research, Elsevier, vol. 230(2), pages 226-230.

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