Optimal policies for constrained average-cost Markov decision processes
From MaRDI portal
Publication:636007
DOI10.1007/s11750-009-0110-7zbMath1246.90157MaRDI QIDQ636007
Juan González-Hernández, César Emilio Villarreal-Rodríguez
Publication date: 25 August 2011
Published in: Top (Search for Journal in Brave)
Full work available at URL: http://eprints.uanl.mx/1957/1/Top.pdf
90C40: Markov and semi-Markov decision processes
Related Items
Cites Work
- On discounted dynamic programming with constraints
- Optimal policies for controlled Markov chains with a constraint
- Optimal control by random sequences with constraints
- Constrained Markov control processes in Borel spaces: the discounted case
- Markov decision processes with their applications
- On constrained Markov decision processes
- Constrained Discounted Markov Decision Chains
- Extreme Points of Moment Sets
- Probability Theory in Geophysics
- Ergodic Control of Markov Chains with Constraints—the General Case
- Constrained Discounted Dynamic Programming
- The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
- Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
- Constrained Average Cost Markov Control Processes in Borel Spaces
- Constrained markov decision processes with compact state and action spaces: the average case
- Extreme Points of Certain Sets of Probability Measures, with Applications
- On Optimal Strategies in Control Problems with Constraints
- Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
