On discounted dynamic programming with constraints

DOI10.1016/0022-247X(91)90037-ZMaRDI QIDQ806686zbMATH OpenFDO

Authors Kensuke Tanaka

Publication date 1991

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

zbMATH Keywords

Lagrange multipliersdiscounted dynamic program

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Cites work

• scientific article; zbMATH DE number 3122709 (Why is no real title available?)
• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• Approaches to the theory of optimization
• Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
• Mathematical methods of game and economic theory
• On a D-solution of a cooperative m-person discounted Markov game
• On some vector valued Markov game
• Optimal Plans for Dynamic Programming Problems
• 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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