Optimal control by random sequences with constraints

DOI10.1007/BF01156595zbMath0744.93101OpenAlexW1979178613MaRDI QIDQ1177828

V. M. Khametov, Aleksey B. Piunovskiy

Publication date: 26 June 1992

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01156595

zbMATH Keywords

linear programming problemControllable stochastic sequences

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Optimal policies for constrained average-cost Markov decision processes

Cites Work

• Unnamed Item
• Control of a Markov process in a problem with constraints
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review

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