Asymptotic properties of constrained Markov Decision Processes
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Publication:5286754
DOI10.1007/BF01414154zbMATH Open0799.90118MaRDI QIDQ5286754FDOQ5286754
Authors: Eitan Altman 
Publication date: 17 November 1994
Published in: ZOR - Methods and Models of Operations Research (Search for Journal in Brave)
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Cites Work
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- Constrained admission control to a queueing system
- Denumerable Constrained Markov Decision Processes and Finite Approximations
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- Constrained Undiscounted Stochastic Dynamic Programming
- K competing queues with geometric service requirements and linear costs: The \(\mu\) c-rule is always optimal
- Optimal policies for controlled Markov chains with a constraint
- Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
- Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
- Title not available (Why is that?)
- Optimal flow control of a class of queueing networks in equilibrium
- Markov Decision Problems and State-Action Frequencies
- Scanning control of a vibrating string
- Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards
- Optimal priority assignment: a time sharing approach
- Sensitivity of constrained Markov decision processes
- Finite state approximation algorithms for average cost denumerable state Markov decision processes
- Optimal priority assignment with hard constraint
- Adaptive control of constrained Markov chains
- Sensitive Optimality Criteria in Countable State Dynamic Programming
Cited In (8)
- Constrained denumerable state non-stationary MDPs with expected total reward criterion
- Constrained Semi-Markov decision processes with average rewards
- Markov decision processes with a constraint on the asymptotic failure rate
- SEMI-MARKOV DECISION PROCESSES
- A mean field approach for optimization in discrete time
- Convergence of the optimal values of constrained Markov control processes
- Asymptotic properties of interactive markov chains
- On the Taylor Expansion of Value Functions
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