Discounted Markov decision processes with utility constraints

DOI10.1016/j.camwa.2005.11.013zbMath1120.90066MaRDI QIDQ2494787

Masami Kurano, Masami Yasuda, Yoshinobu Kadota

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 processes; Lagrange technique; Saddle-point; Constrained optimal policy; Constrained optimal policy Markov decision processes; Discount criterion; Utility constraints

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

Related Items

An exact iterative search algorithm for constrained Markov decision processes, Discounted continuous-time constrained Markov decision processes in Polish spaces

Cites Work

• Target-level criterion in Markov decision processes
• Minimising a threshold probability in discounted Markov decision processes
• Markov decision processes with a new optimality criterion: Discrete time
• Constrained Discounted Markov Decision Chains
• On Fan's minimax theorem
• Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
• On the General Utility of Discounted Markov Decision Processes
• Constrained markov decision processes with compact state and action spaces: the average case
• Risk-Sensitive Markov Decision Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item