Non-homogeneous Markov decision processes with a constraint

DOI10.1006/jmaa.1997.5610zbMath0911.90342OpenAlexW1991031672MaRDI QIDQ1378679

Tetsuo Iida

Publication date: 20 April 1999

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

Full work available at URL: https://doi.org/10.1006/jmaa.1997.5610

zbMATH Keywords

constrained Markov decision processalgorithmic optimalityaverage optimality

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Resource-constrained management of heterogeneous assets with stochastic deterioration

Cites Work

• Denumerable state nonhomogeneous Markov decision processes
• Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• Conditions for the Existence of Planning Horizons
• Constrained Undiscounted Stochastic Dynamic Programming
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Variance-Penalized Markov Decision Processes
• Technical Note—Dynamic Programming and Probabilistic Constraints
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