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

DOI10.1007/s11750-011-0186-8zbMath1273.90235MaRDI QIDQ356522

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

zbMATH Keywords

Markov decision processes; occupation measure; convex analytic approach

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

90C40: Markov and semi-Markov decision processes

Related Items

Discrete-time zero-sum Markov games with first passage criteria, Extreme Occupation Measures in Markov Decision Processes with an Absorbing State, Constrained discounted Markov decision processes with Borel state spaces, Convergence of Markov decision processes with constraints and state-action dependent discount factors, Semi-Markov decision processes with variance minimization criterion, First passage Markov decision processes with constraints and varying discount factors, Two-person zero-sum stochastic games with varying discount factors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A convex analytic approach to Markov decision processes
• Stochastic optimal control. The discrete time case
• Constrained Markov control processes in Borel spaces: the discounted case
• Constrained Markovian decision processes: The dynamic programming approach
• Markov control processes with randomized discounted cost
• Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Controlled random sequences: methods of convex analysis and problems with functional constraints
• Strategic measures in optimal control problems for stochastic sequences
• On Optimal Strategies in Control Problems with Constraints
• Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
• Dynamic Programming Equations for Discounted Constrained Stochastic Control
• Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems