The LP approach in average reward MDPs with multiple cost constraints: The countable state case
DOI10.1080/02522667.1997.10699311zbMATH Open0886.90174OpenAlexW2018101745MaRDI QIDQ4354089FDOQ4354089
Authors: Youqiang Huang, Masami Kurano 
Publication date: 10 September 1997
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1997.10699311
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- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Denumerable Constrained Markov Decision Processes and Finite Approximations
- Linear programming formulation of MDPs in countable state space: The multichain case
- Optimal policies for controlled Markov chains with a constraint
- Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Ergodic Control of Markov Chains with Constraints—the General Case
- Average cost Markov decision processes: Optimality conditions
Cited In (6)
- Linear programming formulation of MDPs in countable state space: The multichain case
- Title not available (Why is that?)
- Average optimal stationary policies and linear programming in countable space Markov decision processes
- MF-OMO: An Optimization Formulation of Mean-Field Games
- On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
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