Constrained Markov decision processes with uncertain costs

DOI10.1016/J.ORL.2022.02.001MaRDI QIDQ2670508zbMATH OpenOpenAlexFDO

Authors V. Varagapriya, Abdel Lisser, V. V. Singh

Publication date 11 March 2022

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

Full work available at URL https://doi.org/10.1016/j.orl.2022.02.001

zbMATH Keywords

constrained Markov decision processeslinear programming problemmachine replacement problemsecond-order cone programming problemsemidefinite programming problemuncertainty sets

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• ${Q}$-Learning Algorithms for Constrained Markov Decision Processes With Randomized Monotone Policies: Application to MIMO Transmission Control
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• scientific article; zbMATH DE number 1348599 (Why is no real title available?)
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• Markovian Decision Processes with Uncertain Transition Probabilities
• Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Robust Dynamic Programming
• Robust Markov Decision Processes
• Robust optimization-methodology and applications
• Robustness of Policies in Constrained Markov Decision Processes
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• The Price of Robustness

Cited in

(15)

• Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
• Non-homogeneous Markov decision processes with a constraint
• On constrained Markov decision processes
• The expected total cost criterion for Markov decision processes under constraints
• scientific article; zbMATH DE number 3891132 (Why is no real title available?)
• Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
• Markov decision processes with burstiness constraints
• Joint chance-constrained Markov decision processes
• A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
• Distributionally robust chance-constrained Markov decision processes with random payoff
• A primal-dual policy iteration algorithm for constrained Markov decision processes
• A stochastic model for optimizing crowdfunding campaign success
• Convex approximations of random constrained Markov decision processes
• Single-controller chance-constrained stochastic games
• Rank-1 transition uncertainties in constrained Markov decision processes

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