Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
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(24)- Resource-constrained management of heterogeneous assets with stochastic deterioration
- A decomposition algorithm for limiting average Markov decision problems.
- Acceptable strategy profiles in stochastic games
- Communicating zero-sum product stochastic games
- A structured pattern matrix algorithm for multichain Markov decision processes
- A note on two-person zero-sum communicating stochastic games
- On constrained Markov decision processes
- Two-person zero-sum stochastic games
- On some algorithms for limiting average Markov decision processes
- STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
- Variance-minimization of Markov control processes with pathwise constraints
- Constrained Semi-Markov decision processes with average rewards
- The LP approach in average reward MDPs with multiple cost constraints: The countable state case
- On Bellman's principle with inequality constraints
- Average Reward Markov Decision Processes with Multiple Cost Constraints
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- The Linear Program approach in multi-chain Markov Decision Processes revisited
- Stationary anonymous sequential games with undiscounted rewards
- Steady-state planning in expected reward multichain MDPs
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- Stochastic games on a product state space: the periodic case
- Exact decomposition approaches for Markov decision processes: a survey
- A primal-dual policy iteration algorithm for constrained Markov decision processes
- Markov control processes with pathwise constraints
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