Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints

DOI10.1287/OPRE.37.3.474zbMATH Open0675.90092OpenAlexW2001139238MaRDI QIDQ3830833FDOQ3830833

Keith W. Ross

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1287/opre.37.3.474

zbMATH Keywords

optimal stationary policyfinite action spacefinite state spacelong-run average rewardlimited randomizationround-robin type policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (19)

• Optimal strategies for managing complex authentication systems
• Constrained Semi-Markov decision processes with average rewards
• Controlled Markov chains with constraints.
• The LP approach in average reward MDPs with multiple cost constraints: The countable state case
• Concurrent MDPs with Finite Markovian Policies
• Adaptive control of constrained Markov chains: Criteria and policies
• Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
• Bicriterion Optimization of an M/G/1 Queue with A Removable Server
• Random search for constrained Markov decision processes with multi-policy improvement
• Controlled diffusions with constraints
• Selecting malaria interventions: a top-down approach
• Average Reward Markov Decision Processes with Multiple Cost Constraints
• OPTIMAL MIXING OF MARKOV DECISION RULES FOR MDP CONTROL
• Resource-constrained management of heterogeneous assets with stochastic deterioration
• Control policies for two-stage, pull-type production/inventory systems with constrained average cost criterion
• Multiple objective nonatomic Markov decision processes with total reward criteria
• Sensitivity of constrained Markov decision processes
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Optimal Call Admission Control for an IEEE 802.16 Wireless Metropolitan Area Network

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