Constrained Markov decision processes with first passage criteria
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Publication:363565
DOI10.1007/s10479-012-1292-1zbMath1271.90104OpenAlexW2079077148MaRDI QIDQ363565
Qingda Wei, Xianping Guo, Yong-hui 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
Markov decision processesfirst passage timetarget setconstrained optimal policyexpected first passage reward/cost
Related Items
Discrete-time zero-sum Markov games with first passage criteria ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ 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 ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ First passage risk probability optimality for continuous time Markov decision processes ⋮ First passage Markov decision processes with constraints and varying discount factors
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