Markov Decision Processes with Sample Path Constraints: The Communicating Case

DOI10.1287/OPRE.37.5.780zbMATH Open0683.90098OpenAlexW2133626316MaRDI QIDQ4733697FDOQ4733697

Keith W. Ross, Ravi Varadarajan

Publication date: 1989

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.37.5.780

Recommendations

• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Markov control processes with pathwise constraints
• Average Reward Markov Decision Processes with Multiple Cost Constraints
• On constrained Markov decision processes
• scientific article; zbMATH DE number 3891132

zbMATH Keywords

parametric linear programmingexpected average rewardnearly optimal stationary policiessample- path constrainttime-average Markov Decision Processes

Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)

Cited In (23)

• Constrained Semi-Markov decision processes with average rewards
• Sample path optimality for a Markov optimization problem
• Constrained Multiagent Markov Decision Processes: a Taxonomy of Problems and Algorithms
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• On Bellman's principle with inequality constraints
• Comments on: ``A policy improvement method for constrained average Markov decision processes [Oper. Res. Lett. 35 (2007) 434-438]
• The LP approach in average reward MDPs with multiple cost constraints: The countable state case
• Rational Processes Related to Communicating Markov Processes
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality
• Semi-infinite Markov decision processes
• Average Reward Markov Decision Processes with Multiple Cost Constraints
• Variance-minimization of Markov control processes with pathwise constraints
• Markov decision processes with burstiness constraints
• Another set of conditions for Markov decision processes with average sample-path costs
• Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
• Resource-constrained management of heterogeneous assets with stochastic deterioration
• Partitioning multi-edge graphs
• On constrained Markov decision processes
• A note on two-person zero-sum communicating stochastic games
• Markov control processes with pathwise constraints
• Sample-path optimality and variance-maximization for Markov decision processes
• An improved algorithm for solving communicating average reward Markov decision processes
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach

This page was built for publication: Markov Decision Processes with Sample Path Constraints: The Communicating Case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4733697)