Monotonicity in multidimensional Markov decision processes for the batch dispatch problem

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• 作者：Katerina Papadaki ; Warren B. Powell
• 关键词：Markov decision processes ; Monotone value functions
• 刊名：Operations Research Letters
• 出版年：2007
• 出版时间：March 2007
• 年：2007
• 卷：35
• 期：2
• 页码：267-272
• 全文大小：78 K

文摘

Structural properties of stochastic dynamic programs are essential to understanding the nature of the solutions and in deriving appropriate approximation techniques. We concentrate on a class of multidimensional Markov decision processes and derive sufficient conditions for the monotonicity of the value functions. We illustrate our result in the case of the multiproduct batch dispatch (MBD) problem.