Constrained Average Cost Markov Control Processes in Borel Spaces
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(24)- The Lagrange approach to infinite linear programs
- Constrained Markov control processes in Borel spaces: the discounted case
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
- Value iteration in average cost Markov control processes on Borel spaces
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- A policy improvement method for constrained average Markov decision processes
- Necessity of future information in admission control
- Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
- 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
- Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- Denumerable continuous-time Markov decision processes with multiconstraints on average costs
- The Lagrange approach to ergodic control of diffusions with cost constraints
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- Generalized maximum entropy estimation
- A convex analytic approach to risk-aware Markov decision processes
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
- Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
- Optimal policies for constrained average-cost Markov decision processes
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Constrained Markov decision processes with non-constant discount factor
- Markov control processes with pathwise constraints
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