Mixed Criteria

  • Eugene A. Feinberg
  • Adam Shwartz
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 40)

Abstract

Mixed criteria are linear combinations of standard criteria which cannot be represented as standard criteria. Linear combinations of total discounted and average rewards as well as linear combinations of total discounted rewards with different discount factors are examples of mixed criteria. We discuss the structure of optimal policies and algorithms for their computation for problems with and without constraints.

Keywords

Nash Lost 

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Eugene A. Feinberg
    • 1
  • Adam Shwartz
    • 2
  1. 1.Department of Applied Mathematics and StatisticsSUNY at Stony BrookStony BrookUSA
  2. 2.Department of Electrical EngineeringTechnion—Israel Institute of TechnologyHaifaIsrael

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