An exact iterative search algorithm for constrained Markov decision processes

DOI10.1016/j.automatica.2014.03.020zbMath1296.93203OpenAlexW1969719302MaRDI QIDQ458792

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 programmingMarkov decision processesconstrained optimizationpolicy 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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Random search for constrained Markov decision processes with multi-policy improvement, Sleeping experts and bandits approach to constrained Markov decision processes

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