Stopped Markov decision processes with multiple constraints

DOI10.1007/s001860100160zbMath1031.90061OpenAlexW2159487597MaRDI QIDQ1397031

Masayuki Horiguchi

Publication date: 16 July 2003

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

Full work available at URL: https://doi.org/10.1007/s001860100160

zbMATH Keywords

Lagrange multipliermulti-objectivemultiple constraintsMathematical Programming formulationStopped Markov decision process

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Markov and semi-Markov decision processes (90C40)

Related Items (6)

The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach ⋮ Discrete-time switching control in random walks ⋮ Optimal stopping with expectation constraints ⋮ Discrete-time control with non-constant discount factor ⋮ Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach ⋮ The Expected Total Cost Criterion for Markov Decision Processes under Constraints

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