Sensitivity of constrained Markov decision processes
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Publication:1176864
DOI10.1007/BF02204825zbMath0735.60091DBLPjournals/anor/AltmanS91WikidataQ59313626 ScholiaQ59313626MaRDI QIDQ1176864
Publication date: 25 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Markov decision processcontinuity propertiesadaptive problemsfinite horizon problemsstationary Markov policies
Integer programming (90C10) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)
Related Items (6)
Asymptotic properties of constrained Markov Decision Processes ⋮ Discounted Cost Markov Decision Processes with a Constraint ⋮ Constrained Semi-Markov decision processes with average rewards ⋮ Constrained cost-coupled stochastic games with independent state processes ⋮ Non-randomized policies for constrained Markov decision processes ⋮ Saddle-point calculation for constrained finite Markov chains
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