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

DOI10.14736/kyb-2021-2-0295OpenAlexW3163973775MaRDI QIDQ4959622

Yanqiu Tang, Xiao Wu

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

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

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