Constrained Markov decision processes with first passage criteria
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Cites work
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- An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes
- Constrained Average Cost Markov Control Processes in Borel Spaces
- Constrained Continuous-Time Markov Control Processes with Discounted Criteria
- Constrained Discounted Markov Decision Chains
- Constrained Markov control processes in Borel spaces: the discounted case
- Constrained continuous-time Markov decision processes with average criteria
- Constrained denumerable state non-stationary MDPs with expected total reward criterion
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- Convergence of the optimal values of constrained Markov control processes
- Deterministic optimal policies for Markov control processes with pathwise constraints
- Discounting the distant future: How much do uncertain rates increase valuations?
- Finite state Markovian decision processes
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
- Markov decision processes with distribution function criterion of first-passage time
- On discounted dynamic programming with constraints
- Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
- Optimal policies for controlled Markov chains with a constraint
- Optimal risk probability for first passage models in semi-Markov decision processes
- Optimization models for the first arrival target distribution function in discrete time
- Stochastic Target Hitting Time and the Problem of Early Retirement
- When to refinance a mortgage: a dynamic programming approach
Cited in
(10)- First passage risk probability optimality for continuous time Markov decision processes
- 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
- Discrete-time Markov decision processes with first passage models
- 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
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- First passage Markov decision processes with constraints and varying discount factors
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
- Discrete-time zero-sum Markov games with first passage criteria
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