First passage Markov decision processes with constraints and varying discount factors

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Cites work

A convex analytic approach to Markov decision processes
Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control
Constrained Markov control processes in Borel spaces: the discounted case
Constrained Markov decision processes with first passage criteria
Continuous-time Markov decision processes. Theory and applications
Controlled random sequences: methods of convex analysis and problems with functional constraints
Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
Convergence of the optimal values of constrained Markov control processes
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
Denumerable Constrained Markov Decision Processes and Finite Approximations
Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Error bounds for rolling horizon policies in discrete-time Markov control processes
Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems
Finite linear programming approximations of constrained discounted Markov decision processes
Finite state Markovian decision processes
First passage optimality and variance minimisation of Markov decision processes with varying discount factors
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies
First passage problems for nonstationary discrete-time stochastic control systems
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Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Strategic measures in optimal control problems for stochastic sequences

Cited in

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The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0
Convergence of Markov decision processes with constraints and state-action dependent discount factors
First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
Discrete-time Markov decision processes with first passage models
First passage optimality and variance minimisation of Markov decision processes with varying discount factors
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies
Constrained Markov decision processes with first passage criteria
Constrained optimality for first passage criteria in semi-Markov decision processes
Convergence problem of a sequence of first passage Markov decision processes with varying discount factors
Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
Risk-sensitive first exit time control of pure jump processes with varying discount factors on a general state space

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