作者:Goldfarb, D; Jin, ZY
摘要:This paper presents a modified version of Algorithm MCF proposed by Goldberg, Plotkin and Tardos for the generalized circulation problem. This new combinatorial algorithm has a worst-case complexity that is better than the complexities of the MCF and Fat-Path combinatorial algorithms of Goldberg, Plotkin, and Tardos (1991).
作者:Leizarowitz, A
摘要:We consider infinite horizon optimal control of Markov chains on complete metric spaces. We employ the overtaking optimality criterion, which is either applied to the expected cost-now, or to the individual sample paths, yielding almost-sure optimality results. We use the existence of a solution pair (Phi(.), lambda) to the optimality equation L Phi(x) = lambda to establish and characterize optimal strategies. For finite state-spaces we derive sufficient, as well as necessary conditions for ov...