Discounted Markov decision processes with utility constraints

DOI10.1016/j.camwa.2005.11.013zbMath1120.90066OpenAlexW2054226461MaRDI QIDQ2494787

Masami Kurano, Masami Yasuda, Yoshinobu Kadota

Publication date: 30 June 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.11.013

zbMATH Keywords

Markov decision processesLagrange techniqueSaddle-pointConstrained optimal policyConstrained optimal policy Markov decision processesDiscount criterionUtility constraints

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

A consumption and investment problem via a Markov decision processes approach with random horizon ⋮ Smoothing policies and safe policy gradients ⋮ An exact iterative search algorithm for constrained Markov decision processes ⋮ Discounted continuous-time constrained Markov decision processes in Polish spaces

Cites Work

• Target-level criterion in Markov decision processes
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