Markov decision processes with a stopping time constraint

DOI10.1007/PL00003996zbMath1031.90060OpenAlexW2040799674MaRDI QIDQ1396973

Masayuki Horiguchi

Publication date: 15 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00003996

zbMATH Keywords

mathematical programming formulationconstrained stopping timeStopped Markov decision processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach ⋮ Discrete-time switching control in random walks ⋮ Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping ⋮ Discrete-time control with non-constant discount factor ⋮ A verification theorem for optimal stopping problems with expectation constraints ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ Constrained continuous-time Markov decision processes with average criteria ⋮ Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach ⋮ The Expected Total Cost Criterion for Markov Decision Processes under Constraints ⋮ CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

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