Constrained Markovian decision processes: The dynamic programming approach

DOI10.1016/S0167-6377(00)00039-0MaRDI QIDQ1593712zbMATH OpenFDO

Authors Xuerong Mao, A. B. Piunovskiy

Publication date 25 January 2001

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6377(00)00039-0

zbMATH Keywords

constrained optimizationdynamic programmingMarkovian decision processespenalty functions

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cited in

(29)

• Neighbourhood search for constructing Pareto sets
• Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
• Non-homogeneous Markov decision processes with a constraint
• Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
• Constrained discounted Markov decision processes with Borel state spaces
• Constrained continuous-time Markov decision processes on the finite horizon
• Non-randomized policies for constrained Markov decision processes
• On constrained Markov decision processes
• Constrained Markov decision processes with uncertain costs
• A lexicographic approach to constrained MDP admission control
• Markov decision processes with iterated coherent risk measures
• Assessment and optimal strategies of semi-continuous killed Markov decision processes
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• Dynamic programming in constrained Markov decision processes
• Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
• scientific article; zbMATH DE number 3970555 (Why is no real title available?)
• Optimal solutions fo constrained discounted semi-Markov control problems
• Управляемая скачкообразная модель с дисконтированием при наличии ограничений
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• On Bellman's principle with inequality constraints
• An exact iterative search algorithm for constrained Markov decision processes
• Realizable strategies in continuous-time Markov decision processes
• Maximizing the set of recurrent states of an MDP subject to convex constraints
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
• scientific article; zbMATH DE number 794375 (Why is no real title available?)
• Asymptotic properties of constrained Markov Decision Processes
• On constrained optimization of the Klimov network and related Markov decision processes
• Strategy optimization for controlled Markov process with descriptive complexity constraint
• Control of a Markov process in a problem with constraints

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