Constrained Markov decision processes with uncertain costs

DOI10.1016/j.orl.2022.02.001OpenAlexW4211139812MaRDI QIDQ2670508

Abdel Lisser, V. Varagapriya, Vikas Vikram 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

linear programming problemuncertainty setssecond-order cone programming problemconstrained Markov decision processessemidefinite programming problemmachine replacement problem

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (2)

Markov decision processes with burstiness constraints ⋮ Joint chance-constrained Markov decision processes

Cites Work

• Unnamed Item
• Unnamed Item
• Robust optimization-methodology and applications
• Lectures on Modern Convex Optimization
• Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
• Bias and Variance Approximation in Value Function Estimates
• The Price of Robustness
• Markov Decision Processes with Imprecise Transition Probabilities
• ${Q}$-Learning Algorithms for Constrained Markov Decision Processes With Randomized Monotone Policies: Application to MIMO Transmission Control
• Markovian Decision Processes with Uncertain Transition Probabilities
• Robust Markov Decision Processes
• Robustness of Policies in Constrained Markov Decision Processes
• A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Robust Dynamic Programming

This page was built for publication: Constrained Markov decision processes with uncertain costs