A Policy Improvement Method in Constrained Stochastic Dynamic Programming

DOI10.1109/TAC.2006.880801zbMATH Open1366.90213MaRDI QIDQ5281937FDOQ5281937

Authors: Hyeong Soo Chang 

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Recommendations

• A policy improvement method for constrained average Markov decision processes
• Random search for constrained Markov decision processes with multi-policy improvement
• A stochastic improvement method for stochastic programming
• Improving the performance of stochastic dual dynamic programming
• Constrained Undiscounted Stochastic Dynamic Programming
• On the policy improvement algorithm in continuous time
• Computing average optimal constrained policies in stochastic dynamic programming.
• An efficient policy iteration algorithm for dynamic programming equations

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited In (9)

• On Bellman's principle with inequality constraints
• A Class of Decision Processes Showing Policy-Improvement/Newton–Raphson Equivalence
• An exact iterative search algorithm for constrained Markov decision processes
• A policy iteration heuristic for constrained discounted controlled Markov chains
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality
• Random search for constrained Markov decision processes with multi-policy improvement
• Resource-constrained management of heterogeneous assets with stochastic deterioration
• Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems
• A policy improvement method for constrained average Markov decision processes

This page was built for publication: A Policy Improvement Method in Constrained Stochastic Dynamic Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5281937)