Constrained optimality for first passage criteria in semi-Markov decision processes

DOI10.1007/978-0-8176-8337-5_11MaRDI QIDQ4593608zbMATH OpenOpenAlexFDO

Authors Xianping Guo, Yonghui Huang

Publication date 22 November 2017

Published in Optimization, Control, and Applications of Stochastic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-8337-5_11

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Recommendations

• Constrained Markov decision processes with first passage criteria
• First passage Markov decision processes with constraints and varying discount factors
• Constrained Semi-Markov decision processes with average rewards
• Constrained denumerable state non-stationary MDPs with expected total reward criterion
• Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces

Cited in

(5)

• Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies
• First passage Markov decision processes with constraints and varying discount factors
• First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
• Constrained Markov decision processes with first passage criteria
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes

This page was built for publication: Constrained optimality for first passage criteria in semi-Markov decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4593608)