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

DOI10.1016/0304-4149(94)00064-ZMaRDI QIDQ1890731zbMATH OpenFDO

Authors Kazuyoshi Wakuta

Publication date 23 May 1995

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

Full work available at URL https://doi.org/10.1016/0304-4149(94)00064-Z

zbMATH Keywords

Fourier eliminationoptimal stationary policiessystems of linear inequalitiesvector-valued Markov decision process

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(8)

• Optimal stationary policies in the vector-valued Markov decision process
• VMDP-program for solving optimality problems in vector criterion Markov and semi-Markov decision processes
• scientific article; zbMATH DE number 3968498 (Why is no real title available?)
• Bellman inequalities in markov decision deterministic drift processes
• Discounted Cost Markov Decision Processes with a Constraint
• Solution procedures for multi-objective markov decision processes
• scientific article; zbMATH DE number 1176128 (Why is no real title available?)
• multiobjectiveMDP

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