An exact iterative search algorithm for constrained Markov decision processes

DOI10.1016/J.AUTOMATICA.2014.03.020zbMATH Open1296.93203OpenAlexW1969719302MaRDI QIDQ458792FDOQ458792

Hyeong Soo Chang

Publication date: 8 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.03.020

zbMATH Keywords

dynamic programmingconstrained optimizationMarkov decision processespolicy iteration

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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Cited In (8)

• A pseudo-polynomial heuristic for path-constrained discrete-time Markovian-target search
• Optimal Markov monotone symmetric random search
• Optimal parameters for search using a barrier tree Markov model
• Title not available (Why is that?)
• Interval iteration algorithm for MDPs and IMDPs
• Random search for constrained Markov decision processes with multi-policy improvement
• Sleeping experts and bandits approach to constrained Markov decision processes
• Title not available (Why is that?)

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