On constrained Markov decision processes

DOI10.1016/0167-6377(96)00003-XMaRDI QIDQ2564237zbMATH OpenOpenAlexFDO

Authors Moshe Haviv

Publication date 7 January 1997

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(96)00003-x

zbMATH Keywords

Bellman's principle of optimalityconstrained optimizationmultichain Markov decision processsample-path constraints

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• Constrained Markov Decision Chains
• Constrained Undiscounted Stochastic Dynamic Programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Game theory
• scientific article; zbMATH DE number 49749 (Why is no real title available?)
• scientific article; zbMATH DE number 3793773 (Why is no real title available?)
• Markov Decision Processes with Sample Path Constraints: The Communicating Case
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Optimal policies for controlled Markov chains with a constraint

Cited in

(24)

• Contraction mappings underlying undiscounted Markov decision problems. II
• Sensitivity of constrained Markov decision processes
• Non-homogeneous Markov decision processes with a constraint
• Bounded-parameter Markov decision processes
• Constrained discounted Markov decision processes with Borel state spaces
• A lexicographic approach to constrained MDP admission control
• scientific article; zbMATH DE number 3852821 (Why is no real title available?)
• scientific article; zbMATH DE number 3891132 (Why is no real title available?)
• Markov Decision Problems and State-Action Frequencies
• Path-constrained Markov decision processes: bridging the gap between probabilistic model-checking and decision-theoretic planning
• scientific article; zbMATH DE number 465368 (Why is no real title available?)
• On Bellman's principle with inequality constraints
• scientific article; zbMATH DE number 1379224 (Why is no real title available?)
• Markov Decision Processes with Sample Path Constraints: The Communicating Case
• Concurrent MDPs with Finite Markovian Policies
• Steady-state planning in expected reward multichain MDPs
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality
• Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
• On constrained optimization of the Klimov network and related Markov decision processes
• The Markov Transition Constraint
• Achieving Target State-Action Frequencies in Multichain Average-Reward Markov Decision Processes
• Optimal policies for constrained average-cost Markov decision processes
• Strategy optimization for controlled Markov process with descriptive complexity constraint
• Markov control processes with pathwise constraints

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