Convex approximations of random constrained Markov decision processes

DOI10.1137/24M1660711MaRDI QIDQ6937852zbMATH OpenFDO

Authors V. Varagapriya, V. V. Singh, Abdel Lisser

Publication date 26 August 2025

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1660711

zbMATH Keywords

chance-constrained optimizationconstrained Markov decision processconvex programming problemqueueing control problem

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Linear programming (90C05) Stochastic programming (90C15) Convex programming (90C25) Markov and semi-Markov decision processes (90C40)

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