Dynamic programming in constrained Markov decision processes

MaRDI QIDQ3437246zbMATH OpenFDO

Authors A. B. Piunovskiy

Publication date 14 May 2007

Full work available at URL https://eudml.org/doc/209439

zbMATH Keywords

constraintsmyopic control strategyoptimizationqueuing system

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40)

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Cited in

(9)

• Constrained Markovian decision processes: The dynamic programming approach
• Stability-constrained Markov decision processes using MPC
• scientific article; zbMATH DE number 3876945 (Why is no real title available?)
• Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
• Maximizing the set of recurrent states of an MDP subject to convex constraints
• Quantile Markov Decision Processes
• Approximate solutions to constrained risk-sensitive Markov decision processes
• A primal-dual policy iteration algorithm for constrained Markov decision processes
• On discounted dynamic programming with constraints

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