3 papers
math.OC2025
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…
math.OC2024
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…
math.OC2024
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…