Discounted Markov decision processes with utility constraints

DOI10.1016/J.CAMWA.2005.11.013MaRDI QIDQ2494787zbMATH OpenOpenAlexFDO

Authors Yoshinobu Kadota, Masami Kurano, Masami Yasuda

Publication date 30 June 2006

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2005.11.013

zbMATH Keywords

Markov decision processesLagrange techniqueSaddle-pointConstrained optimal policyConstrained optimal policy Markov decision processesDiscount criterionUtility constraints

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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• Constrained Discounted Markov Decision Chains
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• Markov decision processes with a new optimality criterion: Discrete time
• Minimising a threshold probability in discounted Markov decision processes
• On Fan's minimax theorem
• On the General Utility of Discounted Markov Decision Processes
• Risk-Sensitive Markov Decision Processes
• Target-level criterion in Markov decision processes

Cited in

(12)

• Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
• Constrained dynamic programming with two discount factors: applications and an algorithm
• Discounted deterministic Markov decision processes and discounted all-pairs shortest paths
• An exact iterative search algorithm for constrained Markov decision processes
• A consumption and investment problem via a Markov decision processes approach with random horizon
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• scientific article; zbMATH DE number 2189769 (Why is no real title available?)
• Markov Decision Models with Weighted Discounted Criteria
• Smoothing policies and safe policy gradients
• Convergence of Markov decision processes with constraints and state-action dependent discount factors
• Stochastic approximations of constrained discounted Markov decision processes
• Markov decision processes with risk-sensitive criteria: an overview

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