Constrained Markov decision processes with first passage criteria
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Publication:363565
DOI10.1007/s10479-012-1292-1zbMath1271.90104MaRDI QIDQ363565
Qingda Wei, Xianping Guo, Yong-hui Huang
Publication date: 3 September 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1292-1
Markov decision processes; first passage time; target set; constrained optimal policy; expected first passage reward/cost
90C40: Markov and semi-Markov decision processes
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