On constrained Markov decision processes

DOI10.1016/0167-6377(96)00003-XzbMath0865.90133OpenAlexW2027614944MaRDI QIDQ2564237

Moshe Haviv

Publication date: 7 January 1997

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

Full work available at URL: https://doi.org/10.1016/0167-6377(96)00003-x

zbMATH Keywords

constrained optimizationBellman's principle of optimalitymultichain Markov decision processsample-path constraints

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping ⋮ Optimal policies for constrained average-cost Markov decision processes ⋮ On Bellman's principle with inequality constraints ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ Markov control processes with pathwise constraints

Cites Work

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• Optimal policies for controlled Markov chains with a constraint
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Constrained Undiscounted Stochastic Dynamic Programming
• Markov Decision Processes with Sample Path Constraints: The Communicating Case
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Constrained Markov Decision Chains

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