Convergence of the optimal values of constrained Markov control processes

DOI10.1007/s001860200209zbMath1031.90058OpenAlexW1994602702MaRDI QIDQ1397073

Onésimo Hernández-Lerma, Jorge Alvarez-Mena

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/s001860200209

zbMATH Keywords

discounted costConstrained Markov control processesminimization problems in abstract spaces

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs ⋮ Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints ⋮ Constrained Markov decision processes with first passage criteria ⋮ Existence of Nash equilibria for constrained stochastic games ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models ⋮ Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors ⋮ Constrained continuous-time Markov decision processes with average criteria ⋮ Constrained expected average stochastic games for continuous-time jump processes ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ First passage Markov decision processes with constraints and varying discount factors

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