Constrained Average Cost Markov Control Processes in Borel Spaces
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Publication:4442991
DOI10.1137/S0363012999361627zbMATH Open1049.90116OpenAlexW1971879416MaRDI QIDQ4442991FDOQ4442991
Authors: Onésimo Hernández-Lerma, Juan González-Hernández, Raquiel R. López-Martínez 
Publication date: 8 January 2004
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012999361627
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Cited In (23)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
- Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
- Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
- Constrained Markov decision processes with non-constant discount factor
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Constrained Markov control processes in Borel spaces: the discounted case
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- Necessity of future information in admission control
- Value iteration in average cost Markov control processes on Borel spaces
- Optimal policies for constrained average-cost Markov decision processes
- The Lagrange approach to ergodic control of diffusions with cost constraints
- Constrained Markov decision processes with first passage criteria
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- A convex analytic approach to risk-aware Markov decision processes
- The Lagrange approach to infinite linear programs
- Generalized maximum entropy estimation
- Markov control processes with pathwise constraints
- Denumerable continuous-time Markov decision processes with multiconstraints on average costs
- A policy improvement method for constrained average Markov decision processes
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
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