Constrained optimality problem of Markov decision processes with Borel spaces and varying discount factors

DOI10.14736/KYB-2021-2-0295MaRDI QIDQ4959622zbMATH OpenOpenAlexFDO

Authors Xiao Wu, Yanqiu Tang

Publication date 16 September 2021

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14736/kyb-2021-2-0295

zbMATH Keywords

unbounded costsdiscrete-time Markov decision processesvarying discount factorsBorel state and action spacesconstrained optimality problem

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)

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(5)

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• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Constrained Markov decision processes with non-constant discount factor
• Constrained discounted Markov decision processes with Borel state spaces
• Contraction mappings underlying undiscounted Markov decision problems. II

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