Constrained Markov decision processes with first passage criteria

DOI10.1007/S10479-012-1292-1zbMATH Open1271.90104OpenAlexW2079077148MaRDI QIDQ363565FDOQ363565

Authors: Qingda Wei, Xianping Guo, Yonghui Huang 

Publication date: 3 September 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1292-1

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zbMATH Keywords

first passage timeMarkov decision processestarget setconstrained optimal policyexpected first passage reward/cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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Cited In (10)

• Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies
• Constrained optimality for first passage criteria in semi-Markov decision processes
• First passage risk probability optimality for continuous time Markov decision processes
• First passage Markov decision processes with constraints and varying discount factors
• Discrete-time zero-sum Markov games with first passage criteria
• Discrete-time Markov decision processes with first passage models
• Convergence of Markov decision processes with constraints and state-action dependent discount factors
• Markov decision processes with distribution function criterion of first-passage time
• Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
• The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

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