On Optimal Strategies in Control Problems with Constraints

DOI10.1137/1117020MaRDI QIDQ4767197zbMATH OpenOpenAlexFDO

Authors E. B. Frid

Publication date 1972

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1117020

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited in

(9)

• Optimal policies for controlled Markov chains with a constraint
• Multiple objective nonatomic Markov decision processes with total reward criteria
• Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
• Nonatomic total rewards Markov decision processes with multiple criteria
• Constrained discounted Markov decision processes with Borel state spaces
• Constrained Discounted Markov Decision Chains
• Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
• Discounted Cost Markov Decision Processes with a Constraint
• Optimal policies for constrained average-cost Markov decision processes

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