Optimal policies for controlled Markov chains with a constraint
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Publication:1068783
DOI10.1016/0022-247X(85)90288-4zbMath0581.93067MaRDI QIDQ1068783
Keith W. Ross, Frederick J. Beutler
Publication date: 1985
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(85)90288-4
dynamic optimization; optimal policy; discrete-time Markovian systems; Lagrangian multiplier techniques
49L20: Dynamic programming in optimal control and differential games
93C55: Discrete-time control/observation systems
90C39: Dynamic programming
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E20: Optimal stochastic control
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