On discounted dynamic programming with constraints

DOI10.1016/0022-247X(91)90037-ZzbMath0729.90087MaRDI QIDQ806686

Kensuke Tanaka

Publication date: 1991

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Lagrange multipliersdiscounted dynamic program

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (6)

Constrained Continuous-Time Markov Control Processes with Discounted Criteria ⋮ Constrained Markov decision processes with first passage criteria ⋮ Optimal policies for constrained average-cost Markov decision processes ⋮ Constrained denumerable state non-stationary MDPs with expected total reward criterion ⋮ Multiple objective nonatomic Markov decision processes with total reward criteria ⋮ On continuous-time discounted stochastic dynamic programming

Cites Work

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• On a D-solution of a cooperative m-person discounted Markov game
• The Bellman's principle of optimality in the discounted dynamic programming
• The closest solution to the shadow minimum of a cooperative dynamic game
• Mathematical methods of game and economic theory
• Optimal Plans for Dynamic Programming Problems
• Approaches to the Theory of Optimization
• On some vector valued Markov game
• Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces

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