Markov control processes with pathwise constraints
DOI10.1007/S00186-010-0311-8zbMATH Open1196.93101OpenAlexW2158187943MaRDI QIDQ992046FDOQ992046
Authors: Onésimo Hernández-Lerma, Armando F. Mendoza-Pérez 
Publication date: 8 September 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0311-8
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Cited In (18)
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Constrained Average Cost Markov Control Processes in Borel Spaces
- Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
- Deterministic optimal policies for Markov control processes with pathwise constraints
- Constrained stochastic games with the average payoff criteria
- Asymptotic normality of discrete-time Markov control processes
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Methods to design optimal control of Markov process with finite state set in the presence of constraints
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- State information lag markov decision process with control limit rule
- Variance-minimization of Markov control processes with pathwise constraints
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
- The Lagrange approach to ergodic control of diffusions with cost constraints
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- Markov-Dubins path via optimal control theory
- Markov control processes with pathwise constraints
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- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
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