Average Reward Markov Decision Processes with Multiple Cost Constraints

DOI10.1080/02522667.1995.10699238zbMath0862.90128OpenAlexW2318172716MaRDI QIDQ4718597

Youqiang Huang, Masami Kurano

Publication date: 25 May 1997

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1995.10699238

zbMATH Keywords

occupation measuresstationary policyconstrained Markov decision processescompact state and action spaceslong-run average rewardstate-wise mixed stationary policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Markov Decision Processes with Sample Path Constraints: The Communicating Case