Controlled Markov chains with constraints.

DOI10.1007/BF02811335MaRDI QIDQ5955748zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 18 February 2002

Published in Sādhanā (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02811335

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites work

• Constrained Undiscounted Stochastic Dynamic Programming
• Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• scientific article; zbMATH DE number 3219970 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On extreme points of convex sets
• Optimal policies for controlled Markov chains with a constraint
• Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints
• Some aspects of convexity useful in information theory

Cited in

(5)

• Controlled diffusions with constraints
• Sensitivity of constrained Markov decision processes
• The average cost of Markov chains subject to total variation distance uncertainty
• On Bellman's principle with inequality constraints
• Maximizing the set of recurrent states of an MDP subject to convex constraints

This page was built for publication: Controlled Markov chains with constraints.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5955748)