Sensitivity of constrained Markov decision processes

DOI10.1007/BF02204825zbMath0735.60091WikidataQ59313626 ScholiaQ59313626MaRDI QIDQ1176864

Adam Shwartz, Eitan Altman

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

Markov decision processcontinuity propertiesadaptive problemsfinite horizon problemsstationary Markov policies

Mathematics Subject Classification ID

Integer programming (90C10) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)

Related Items (6)

Asymptotic properties of constrained Markov Decision Processes ⋮ Discounted Cost Markov Decision Processes with a Constraint ⋮ Constrained Semi-Markov decision processes with average rewards ⋮ Constrained cost-coupled stochastic games with independent state processes ⋮ Non-randomized policies for constrained Markov decision processes ⋮ Saddle-point calculation for constrained finite Markov chains

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