1 citations · 1 across the 5 of their papers we have counts for
5 papers
Linear programming for finite-horizon vector-valued Markov decision processes
Anas Mifrani, Dominikus Noll
We propose a vector linear programming formulation for a non-stationary, finite-horizon Markov decision process with vector-valued rewards. Pareto efficient policies are shown to c…
Proof of Soland's conjecture on the efficient solutions to a multicriteria optimization problem
Anas Mifrani
This note proves Richard M. Soland's conjecture that given an efficient solution to a multicriteria optimization problem, there need not exist a continuous, strictly increasing and…
Multiple objective linear programming over the probability simplex
Anas Mifrani
This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient…
Efficient points in a sum of sets of alternatives
Anas Mifrani
The concept of efficiency plays a prominent role in the formal solution of decision problems that involve incomparable alternatives. This paper develops necessary and sufficient co…
A Counterexample and a Corrective to the Vector Extension of the Bellman Equations of a Markov Decision Process
Anas Mifrani
Under the expected total reward criterion, the optimal value of a finite-horizon Markov decision process can be determined by solving the Bellman equations. The equations were exte…