Joint chance-constrained Markov decision processes

DOI10.1007/s10479-022-05025-3zbMath1514.90243MaRDI QIDQ6160959

Abdel Lisser, Vikas Vikram Singh, V. Varagapriya

Publication date: 26 June 2023

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

zbMATH Keywords

copulajoint chance constraintelliptical distributionqueueing problemconstrained Markov decision processsecond order cone programming problem

Mathematics Subject Classification ID

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

Cites Work

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