Constrained Discounted Markov Decision Chains
From MaRDI portal
Publication:3416026
DOI10.1017/S0269964800002230zbMath1134.90531MaRDI QIDQ3416026
Publication date: 19 January 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
90B50: Management decision making, including multiple objectives
90B22: Queues and service in operations research
90C40: Markov and semi-Markov decision processes
Related Items
Constrained Continuous-Time Markov Control Processes with Discounted Criteria, The Linear Program approach in multi-chain Markov Decision Processes revisited, Asymptotic properties of constrained Markov Decision Processes, Two‐class constrained optimization with applications to queueing control, Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints, Constrained Markov decision processes with first passage criteria, On Bellman's principle with inequality constraints, Optimal policies for constrained average-cost Markov decision processes, Discounted continuous-time constrained Markov decision processes in Polish spaces, Existence of Nash equilibria for constrained stochastic games, Constrained denumerable state non-stationary MDPs with expected total reward criterion, Multiple objective nonatomic Markov decision processes with total reward criteria, Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space, Constrained discounted stochastic games, Constrained discounted Markov decision processes with Borel state spaces, Convergence of Markov decision processes with constraints and state-action dependent discount factors, Discounted Markov decision processes with utility constraints, Optimal Call Admission Control for an IEEE 802.16 Wireless Metropolitan Area Network
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Value iteration in countable state average cost Markov decision processes with unbounded costs
- Optimal policies for controlled Markov chains with a constraint
- Constrained Undiscounted Stochastic Dynamic Programming
- Time-average optimal constrained semi-Markov decision processes
- Denumerable state markovian sequential control processes: On randomizations of optimal policies
- On Optimal Strategies in Control Problems with Constraints