Maximizing the set of recurrent states of an MDP subject to convex constraints

DOI10.1016/j.automatica.2014.01.002zbMath1298.93352OpenAlexW2037386121MaRDI QIDQ462403

Nuno C. Martins, Eduardo R. Arvelo

Publication date: 20 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.01.002

zbMATH Keywords

optimal controlconvex optimizationmaximum entropyMarkov modelsMarkov decision problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Empirical decision procedures; empirical Bayes procedures (62C12)

Uses Software

• CVX

Cites Work

• Linear Programming and Markov Decision Chains
• A probabilistic language formalism for stochastic discrete-event systems
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Controlled Markov chains with safety upper bound
• Linear Programming in a Markov Chain
• Markov Renewal Programming by Linear Fractional Programming
• Information Theory and Statistics: A Tutorial
• Controlled Markov chains with constraints.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Maximizing the set of recurrent states of an MDP subject to convex constraints