Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
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Publication:5282163
DOI10.1109/TAC.2007.899040zbMATH Open1366.90217OpenAlexW2006201018MaRDI QIDQ5282163FDOQ5282163
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
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Cited In (21)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
- Absorbing continuous-time Markov decision processes with total cost criteria
- Bias optimality for multichain continuous-time Markov decision processes
- Continuous-time Markov decision processes with state-dependent discount factors
- Optimal risk probability for first passage models in semi-Markov decision processes
- Optimal control of a multiclass queueing system when customers can change types
- Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
- A mean-variance optimization problem for discounted Markov decision processes
- Constrained continuous-time Markov decision processes with average criteria
- New sufficient conditions for average optimality in continuous-time Markov decision processes
- Construction and regularity of transition functions on Polish spaces under measurability conditions
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
- Average Reward Markov Decision Processes with Multiple Cost Constraints
- On constrained optimization of the Klimov network and related Markov decision processes
- Optimization of a special case of continuous-time Markov decision processes with compact action set
- The expected total cost criterion for Markov decision processes under constraints
- Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces
- New discount and average optimality conditions for continuous-time 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
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