Lodewijk C. M. Kallenberg - researchr alias

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Viewing Publication 1 - 10 from 10

2013

Derman's book as inspiration: some results on LP for MDPsLodewijk C. M. Kallenberg. anor, 208(1):63-94, 2013. [doi]

2005

Special issue in honor of Arie Hordijk Editorial introductionLodewijk C. M. Kallenberg, Ger Koole, Flos Spieksma. mmor, 62(3):347-349, 2005. [doi]

1996

On the value function in constrained control of Markov chainsEitan Altman, Arie Hordijk, Lodewijk C. M. Kallenberg. mmor, 44(3):387-399, 1996. [doi]

1994

On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-TradeoffsYing Huang, Lodewijk C. M. Kallenberg. mor, 19(2):434-448, 1994. [doi]

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: TheoryLodewijk C. M. Kallenberg. mmor, 40(1):1-42, 1994. [doi]

Survey of linear programming for standard and nonstandard Markovian control problems. Part II: ApplicationsLodewijk C. M. Kallenberg. mmor, 40(2):127-143, 1994. [doi]

1989

Variance-Penalized Markov Decision ProcessesJerzy A. Filar, Lodewijk C. M. Kallenberg, Huey-Miin Lee. mor, 14(1):147-161, 1989. [doi]

1986

A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins IndexLodewijk C. M. Kallenberg. mor, 11(1):184-186, 1986. [doi]

1984

Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraintsArie Hordijk, Lodewijk C. M. Kallenberg. mp, 30(1):46-70, 1984. [doi]

Constrained Undiscounted Stochastic Dynamic ProgrammingArie Hordijk, Lodewijk C. M. Kallenberg. mor, 9(2):276-289, 1984. [doi]

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