Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors

DOI10.1007/S11750-011-0186-8zbMATH Open1273.90235OpenAlexW2058577181MaRDI QIDQ356522FDOQ356522

Yi Zhang

Publication date: 26 July 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-011-0186-8

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zbMATH Keywords

Markov decision processesoccupation measureconvex analytic approach

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)

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Cited In (9)

• Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes
• Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
• Title not available (Why is that?)
• First passage Markov decision processes with constraints and varying discount factors
• Discrete-time zero-sum Markov games with first passage criteria
• Two-person zero-sum stochastic games with varying discount factors
• Semi-Markov decision processes with variance minimization criterion
• Convergence of Markov decision processes with constraints and state-action dependent discount factors
• Constrained discounted Markov decision processes with Borel state spaces

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