Discounted Markov decision processes with utility constraints

DOI10.1016/j.camwa.2005.11.013zbMath1120.90066MaRDI QIDQ2494787

Masami Kurano, Masami Yasuda, Yoshinobu Kadota

Publication date: 30 June 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.11.013

zbMATH Keywords

Markov decision processes; Lagrange technique; Saddle-point; Constrained optimal policy; Constrained optimal policy Markov decision processes; Discount criterion; Utility constraints

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

Related Items

Smoothing policies and safe policy gradients, An exact iterative search algorithm for constrained Markov decision processes, Discounted continuous-time constrained Markov decision processes in Polish spaces, A consumption and investment problem via a Markov decision processes approach with random horizon

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