Joint chance-constrained Markov decision processes

DOI10.1007/S10479-022-05025-3MaRDI QIDQ6160959zbMATH OpenFDO

Authors V. Varagapriya, V. V. Singh, Abdel Lisser

Publication date 26 June 2023

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

copulaelliptical distributionjoint chance constraintqueueing problemconstrained Markov decision processsecond order cone programming problem

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39) Stochastic programming (90C15) Minimax problems in mathematical programming (90C47) Markov and semi-Markov decision processes (90C40)

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Cited in

(4)

• A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
• Joint chance constrained input shaping
• Distributionally robust chance-constrained Markov decision processes with random payoff
• Concurrent MDPs with Finite Markovian Policies

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