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Constrained markov decision processes with compact state and action spaces: the average case - MaRDI portal

Constrained markov decision processes with compact state and action spaces: the average case (Q4512756)

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scientific article; zbMATH DE number 1525766
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Constrained markov decision processes with compact state and action spaces: the average case
scientific article; zbMATH DE number 1525766

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    Constrained markov decision processes with compact state and action spaces: the average case (English)
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    2000
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    Markov decision processes
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    linear programming
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    Doeblin's condition
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    constrained MDPs with average criteria
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    Lagrange function
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    saddle-point theorem
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    constrained optimal pair
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