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ORCIDLodewijk C. M. Kallenberg
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2010 – 2019
- 2013
[j10]Lodewijk C. M. Kallenberg:
Derman's book as inspiration: some results on LP for MDPs. Ann. Oper. Res. 208(1): 63-94 (2013)
2000 – 2009
- 2005
- [j9]Lodewijk C. M. Kallenberg, Ger Koole, Flos Spieksma:
Special issue in honor of Arie Hordijk Editorial introduction. Math. Methods Oper. Res. 62(3): 347-349 (2005)
1990 – 1999
- 1996
- [j8]Eitan Altman, Arie Hordijk, Lodewijk C. M. Kallenberg:
On the value function in constrained control of Markov chains. Math. Methods Oper. Res. 44(3): 387-399 (1996) - 1994
- [j7]Lodewijk C. M. Kallenberg:
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory. Math. Methods Oper. Res. 40(1): 1-42 (1994) - [j6]Lodewijk C. M. Kallenberg:
Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications. Math. Methods Oper. Res. 40(2): 127-143 (1994) - [j5]Ying Huang, Lodewijk C. M. Kallenberg:
On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs. Math. Oper. Res. 19(2): 434-448 (1994)
1980 – 1989
- 1989
- [j4]Jerzy A. Filar, Lodewijk C. M. Kallenberg, Huey-Miin Lee:
Variance-Penalized Markov Decision Processes. Math. Oper. Res. 14(1): 147-161 (1989) - 1986
- [j3]Lodewijk C. M. Kallenberg:
A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index. Math. Oper. Res. 11(1): 184-186 (1986) - 1984
- [j2]Arie Hordijk, Lodewijk C. M. Kallenberg:
Constrained Undiscounted Stochastic Dynamic Programming. Math. Oper. Res. 9(2): 276-289 (1984) - [j1]Arie Hordijk, Lodewijk C. M. Kallenberg:
Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints. Math. Program. 30(1): 46-70 (1984)
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