The expected total cost criterion for Markov decision processes under constraints

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

A. B. Piunovskiy, F. Dufour

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

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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)

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• Stopped Markov decision processes with multiple constraints
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Cited In (12)

• On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only
• Absorbing continuous-time Markov decision processes with total cost criteria
• Markov decision processes with a constraint on the asymptotic failure rate
• On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes
• Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
• Constrained Markov Decision Processes with Expected Total Reward Criteria
• 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
• Title not available (Why is that?)
• Realizable Strategies in Continuous-Time Markov Decision Processes
• A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

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