Constrained markov decision processes with compact state and action spaces: the average case

DOI10.1080/02331930008844505MaRDI QIDQ4512756zbMATH OpenOpenAlexFDO

Authors

Publication date 2000

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930008844505

zbMATH Keywords

linear programmingMarkov decision processesDoeblin's conditionLagrange functionsaddle-point theoremconstrained MDPs with average criteriaconstrained optimal pair

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 4029251 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Discounted cost Markov decision processes on Borel spaces: The linear programming formulation
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Ergodic Control of Markov Chains with Constraints—the General Case
• Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs
• Linear programming formulation of MDPs in countable state space: The multichain case
• Measurable selections of extrema
• Optimal policies for controlled Markov chains with a constraint
• Stochastic optimal control. The discrete time case
• The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin

Cited in

(12)

• Constrained Semi-Markov decision processes with average rewards
• scientific article; zbMATH DE number 6932166 (Why is no real title available?)
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
• Constrained continuous-time Markov decision processes with average criteria
• Approximate dynamic programming for stochastic linear control problems on compact state spaces
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Counter examples for compact action markov decision chains with average reward criteria
• Optimal policies for constrained average-cost Markov decision processes
• Constrained Markov decision processes with first passage criteria
• Discounted Markov decision processes with utility constraints
• scientific article; zbMATH DE number 1379224 (Why is no real title available?)
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs

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