On discounted dynamic programming with constraints

DOI10.1016/0022-247X(91)90037-ZMaRDI QIDQ806686zbMATH OpenFDO

Authors Kensuke Tanaka

Publication date 1991

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(91)90037-Z

zbMATH Keywords

discounted dynamic programLagrange multipliers

Mathematics Subject Classification ID

Dynamic programming (90C39)

Review text

The author considers a discounted dynamic program with constraints. The method of Lagrange multipliers is used to study the existence of optimal (resp. weak optimal) policies.

Recommendations

• Constrained Discounted Dynamic Programming
• Constrained dynamic programming with two discount factors: applications and an algorithm
• Discounted Dynamic Programming
• Discounted Cost Markov Decision Processes with a Constraint
• On discounted Markov decision programming with multi-vector constraints
• Dynamic Programming Equations for Discounted Constrained Stochastic Control
• Dynamic programming in constrained Markov decision processes
• Constrained Undiscounted Stochastic Dynamic Programming
• On continuous-time discounted stochastic dynamic programming

Cites work

• Approaches to the theory of optimization
• Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
• scientific article; zbMATH DE number 3122709 (Why is no real title available?)
• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• Mathematical methods of game and economic theory
• On a D-solution of a cooperative m-person discounted Markov game
• On some vector valued Markov game
• Optimal Plans for Dynamic Programming Problems
• The Bellman's principle of optimality in the discounted dynamic programming
• The closest solution to the shadow minimum of a cooperative dynamic game

Cited in

(10)

• Dynamic programming for free-time problems with endpoint constraints
• Constrained denumerable state non-stationary MDPs with expected total reward criterion
• Multiple objective nonatomic Markov decision processes with total reward criteria
• On maximin dynamic programming and the rate of discount
• Constrained Markov decision processes with first passage criteria
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
• Discounted Dynamic Programming
• Optimal policies for constrained average-cost Markov decision processes
• \(\varepsilon\)-Nash equilibrium of non-cooperative Lagrangian dynamic games based on the average sub-gradient robust integral sliding mode control
• On continuous-time discounted stochastic dynamic programming

This page was built for publication: On discounted dynamic programming with constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q806686)