Constrained Discounted Dynamic Programming (Q4332258)
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scientific article; zbMATH DE number 978054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Discounted Dynamic Programming |
scientific article; zbMATH DE number 978054 |
Statements
Constrained Discounted Dynamic Programming (English)
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4 August 1997
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constrained optimization
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Markov decision processes
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countable state space
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compact action sets
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continuous transition probabilities
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upper semicontinuous reward functions
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Pareto optimality of policies
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