Discounted Markov decision processes with utility constraints

DOI10.1016/J.CAMWA.2005.11.013zbMATH Open1120.90066OpenAlexW2054226461MaRDI QIDQ2494787FDOQ2494787

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

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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)

Cites Work

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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
• Title not available (Why is that?)
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• 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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