Vector-valued Markov decision processes and the systems of linear inequalities

DOI10.1016/0304-4149(94)00064-ZzbMath0833.90122MaRDI QIDQ1890731

Kazuyoshi Wakuta

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

systems of linear inequalitiesoptimal stationary policiesFourier eliminationvector-valued Markov decision process

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items

Discounted Cost Markov Decision Processes with a Constraint, Solution procedures for multi-objective markov decision processes

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