Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces

DOI10.1016/j.orl.2013.12.009zbMath1408.90310OpenAlexW1996037910MaRDI QIDQ1667202

Xianping Guo, Yong-hui Huang, Zhong-Fei Li

Publication date: 27 August 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2013.12.009

zbMATH Keywords

linear programsemi-Markov decision processesconstrained-optimal policyexpected finite horizon rewardoccupancy measure

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes ⋮ The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

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