Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces

DOI10.1080/02331934.2013.860686MaRDI QIDQ2808307zbMATH OpenOpenAlexFDO

Authors Qingda Wei, Xianping Guo

Publication date 23 May 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2013.860686

zbMATH Keywords

semi-Markov decision processesaverage occupation measureconstrained-optimal policyexpected average criterionunbounded mean holding times

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cites work

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• Discounted continuous-time constrained Markov decision processes in Polish spaces
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Cited in

(7)

• Discrete-time constrained stochastic games with the expected average payoff criteria
• Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
• SEMI-MARKOV DECISION PROCESSES
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Semi-Markov decision processes with limiting ratio average rewards
• The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

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