Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points

DOI10.3233/RDA-2012-0063zbMath1409.93071MaRDI QIDQ3119610

J. Adolfo Minjárez-Sosa, J. Rigoberto Gabriel-Argüelles, Juan González-Hernández, Raquiel R. López-Martínez

Publication date: 12 March 2019

Published in: Risk and Decision Analysis (Search for Journal in Brave)

zbMATH Keywords

direct methodoccupation measuresconstrained discounted costrandom discount factor

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (5)

Unnamed Item ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ A mean field absorbing control model for interacting objects systems

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