Constrained denumerable state non-stationary MDPs with expected total reward criterion

DOI10.1007/BF02677681zbMath0971.90102OpenAlexW2327640825MaRDI QIDQ1568256

Xianping Guo

Publication date: 21 June 2000

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02677681

zbMATH Keywords

non-stationary Markov decision processesexpected total reward criterionMarkov policyconstrained optimal policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Constrained Markov decision processes with first passage criteria

Cites Work

• On discounted dynamic programming with constraints
• Optimal policies for controlled Markov chains with a constraint
• Finite state Markovian decision processes
• Markov Decision Problems and State-Action Frequencies
• Constrained Discounted Markov Decision Chains
• Constrained Undiscounted Stochastic Dynamic Programming
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Asymptotic properties of constrained Markov Decision Processes
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