Sensitivity of constrained Markov decision processes
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Publication:1176864
DOI10.1007/BF02204825zbMath0735.60091WikidataQ59313626 ScholiaQ59313626MaRDI QIDQ1176864
Publication date: 25 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Markov decision process; continuity properties; adaptive problems; finite horizon problems; stationary Markov policies
90C10: Integer programming
90C31: Sensitivity, stability, parametric optimization
90C40: Markov and semi-Markov decision processes
60J99: Markov processes
Related Items
Discounted Cost Markov Decision Processes with a Constraint, Constrained Semi-Markov decision processes with average rewards, Asymptotic properties of constrained Markov Decision Processes, Constrained cost-coupled stochastic games with independent state processes, Saddle-point calculation for constrained finite Markov chains, Non-randomized policies for constrained Markov decision processes
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