Constrained Markov Decision Chains

DOI10.1287/MNSC.19.4.389MaRDI QIDQ5659359zbMATH OpenOpenAlexFDO

Authors Cyrus Derman, Arthur F. jun. Veinott

Publication date 1972

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.19.4.389

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited in

(9)

• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• Estimating discontinuous periodic signals in a time inhomogeneous diffusion
• Finding the \(K\) best policies in a finite-horizon Markov decision process
• On constrained Markov decision processes
• Markov branching decision chains with interest-rate-dependent rewards
• On the life and work of Cyrus Derman
• Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
• Constrained Semi-Markov decision processes with average rewards
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory

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