Optimal policies for controlled Markov chains with a constraint

DOI10.1016/0022-247X(85)90288-4zbMath0581.93067OpenAlexW1997020095MaRDI QIDQ1068783

Keith W. Ross, Frederick J. Beutler

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0022-247x(85)90288-4

zbMATH Keywords

dynamic optimizationoptimal policydiscrete-time Markovian systemsLagrangian multiplier techniques

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

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Cites Work

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• Dynamic programming and stochastic control
• Finite state Markovian decision processes
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• Dynamic file assignment in a computer network
• On Optimal Strategies in Control Problems with Constraints
• A conservation law for a wide class of queueing disciplines

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