A primal-dual policy iteration algorithm for constrained Markov decision processes

DOI10.1016/J.EJOR.2025.08.038MaRDI QIDQ6865592zbMATH OpenFDO

Authors Zeyu Liu, Xueping Li, Anahita Khojandi

Publication date 2 February 2026

Published in European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

decompositionMarkov processespolicy iterationrow generation

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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