Denumerable Constrained Markov Decision Processes and Finite Approximations

DOI10.1287/moor.19.1.169zbMath0807.90122OpenAlexW2052851812MaRDI QIDQ4294737

Eitan Altman

Publication date: 18 May 1994

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

Full work available at URL: https://semanticscholar.org/paper/a9575bc13b65a027034bd84aad92c5edee0e2c88

zbMATH Keywords

finite approximationdiscounted costconstrained Markov decision processescountable state spacestationary optimal policy

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

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