The expected total cost criterion for Markov decision processes under constraints

DOI10.1239/AAP/1377868541zbMATH Open1298.90126OpenAlexW1991625634MaRDI QIDQ2856038FDOQ2856038

Authors: F. Dufour, A. B. Piunovskiy 

Publication date: 23 October 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1377868541

Recommendations

• The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
• Constrained Markov decision processes with expected total reward criteria
• Constrained Markov decision processes with uncertain costs
• Discounted Cost Markov Decision Processes with a Constraint
• Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
• scientific article; zbMATH DE number 866107
• Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes

zbMATH Keywords

linear programmingMarkov decision processoccupation measureexpected total cost criterion

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic optimal control. The discrete time case
• Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Markov decision processes with applications to finance.
• Title not available (Why is that?)
• The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• Markov decision processes with a stopping time constraint
• Stopped Markov decision processes with multiple constraints
• Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach

Cited In (15)

• Absorbing continuous-time Markov decision processes with total cost criteria
• Markov decision processes with a constraint on the asymptotic failure rate
• Markov decision processes in minimization of expected costs
• On the reduction of total-cost and average-cost MDPs to discounted mdps
• A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
• On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
• Realizable strategies in continuous-time Markov decision processes
• Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
• On convergence of value iteration for a class of total cost Markov decision processes
• Note on discounted continuous-time Markov decision processes with a lower bounding function
• Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
• Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
• The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
• Constrained Markov decision processes with expected total reward criteria
• Title not available (Why is that?)

This page was built for publication: The expected total cost criterion for Markov decision processes under constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2856038)