National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Using linear programming to solve Markov decision processes
Dotlačilová, Petra ; Kořenář, Václav (advisor) ; Fábry, Jan (referee)
The aim of this bachelor thesis is to develop and describe how to solve Markov decision processes with alternatives by using the methods of linear programming. The theoretical part describes Markov decision processes. The practical part builds and describes the mathematical model of linear programming processes for Markov decision processes with alternatives. The method used for the calculation of the processes is described with the help of a simplex method. The last section of the practical part studies how the optimal solution of the linear programming is influenced by the postoptimalization changes which modify the probability and revenue properties of the processes.
Optimizing the choise of alternatives in Markov chains with linear programming methods
Krátká, Jitka ; Kořenář, Václav (advisor) ; Šindelářová, Irena (referee)
The aim of this work was to develop and describe process in solving Markov decision problems with alternatives, in case of using the methods of linear programming. The theoretical part deals with the description of Markov decision chains with the alternatives. Practical work is devoted to the construction and description of a mathematical model. There is also explained and described procedure how to use mathematical models in programs for linear modelling programs such as LINGO and MPL.

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