Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints

DOI10.1287/opre.37.3.474zbMath0675.90092OpenAlexW2001139238MaRDI QIDQ3830833

Keith W. Ross

Publication date: 1989

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.37.3.474

zbMATH Keywords

optimal stationary policyfinite action spacefinite state spacelong-run average rewardlimited randomizationround-robin type policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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