On discounted dynamic programming with constraints

DOI10.1016/0022-247X(91)90037-ZzbMATH Open0729.90087MaRDI QIDQ806686FDOQ806686

Authors: Kensuke Tanaka 

Publication date: 1991

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

Lagrange multipliersdiscounted dynamic program

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cites Work

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• Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
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• Mathematical methods of game and economic theory
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• Optimal Plans for Dynamic Programming Problems
• On a D-solution of a cooperative m-person discounted Markov game
• On some vector valued Markov game
• Approaches to the theory of optimization
• The Bellman's principle of optimality in the discounted dynamic programming
• The closest solution to the shadow minimum of a cooperative dynamic game

Cited In (10)

• Constrained denumerable state non-stationary MDPs with expected total reward criterion
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
• Discounted Dynamic Programming
• On continuous-time discounted stochastic dynamic programming
• On maximin dynamic programming and the rate of discount
• Optimal policies for constrained average-cost Markov decision processes
• \(\varepsilon\)-Nash equilibrium of non-cooperative Lagrangian dynamic games based on the average sub-gradient robust integral sliding mode control
• Constrained Markov decision processes with first passage criteria
• Dynamic programming for free-time problems with endpoint constraints
• Multiple objective nonatomic Markov decision processes with total reward criteria

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