Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
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Cited in
(12)- Two-person zero-sum stochastic games with varying discount factors
- Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
- Constrained Markov decision processes with non-constant discount factor
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
- Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach
- Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes
- Constrained discounted Markov decision processes with Borel state spaces
- Semi-Markov decision processes with variance minimization criterion
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- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- First passage Markov decision processes with constraints and varying discount factors
- Discrete-time zero-sum Markov games with first passage criteria
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