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

DOI10.1080/02331930008844505zbMATH Open0961.93059OpenAlexW2067029462MaRDI QIDQ4512756FDOQ4512756

Authors:

Publication date: 2000

Published in: Optimization (Search for Journal in Brave)

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

Recommendations

• scientific article; zbMATH DE number 1379224
• Average Reward Markov Decision Processes with Multiple Cost Constraints
• Constrained Undiscounted Stochastic Dynamic Programming
• scientific article; zbMATH DE number 3891132
• Optimal policies for constrained average-cost Markov decision processes

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)

Cites Work

• Title not available (Why is that?)
• Stochastic optimal control. The discrete time case
• Title not available (Why is that?)
• Measurable selections of extrema
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Linear programming formulation of MDPs in countable state space: The multichain case
• Optimal policies for controlled Markov chains with a constraint
• Discounted cost Markov decision processes on Borel spaces: The linear programming formulation
• Ergodic Control of Markov Chains with Constraints—the General Case
• Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs
• 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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
• Discounted Markov decision processes with utility constraints

This page was built for publication: Constrained markov decision processes with compact state and action spaces: the average case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4512756)