Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes

DOI10.1109/TAC.2007.899040MaRDI QIDQ5282163zbMATH OpenOpenAlexFDO

Authors Xianping Guo

Publication date 27 July 2017

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

Full work available at URL https://doi.org/10.1109/tac.2007.899040

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(21)

• Average Reward Markov Decision Processes with Multiple Cost Constraints
• Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces
• Optimal control of a multiclass queueing system when customers can change types
• On constrained optimization of the Klimov network and related Markov decision processes
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
• Bias optimality for multichain continuous-time Markov decision processes
• Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
• Continuous-time Markov decision processes with state-dependent discount factors
• Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
• Optimization of a special case of continuous-time Markov decision processes with compact action set
• Constrained continuous-time Markov decision processes with average criteria
• Absorbing continuous-time Markov decision processes with total cost criteria
• New discount and average optimality conditions for continuous-time Markov decision processes
• A mean-variance optimization problem for discounted Markov decision processes
• Denumerable continuous-time Markov decision processes with multiconstraints on average costs
• Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes
• The expected total cost criterion for Markov decision processes under constraints
• Optimal risk probability for first passage models in semi-Markov decision processes
• New sufficient conditions for average optimality in continuous-time Markov decision processes
• Construction and regularity of transition functions on Polish spaces under measurability conditions

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