Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces

DOI10.1080/02331934.2013.860686zbMath1337.90079OpenAlexW2085915037MaRDI QIDQ2808307

Xianping Guo, Qingda Wei

Publication date: 23 May 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.860686

zbMATH Keywords

semi-Markov decision processesaverage occupation measureconstrained-optimal policyexpected average criterionunbounded mean holding times

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (4)

First Passage Exponential Optimality Problem for Semi-Markov Decision Processes ⋮ The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints ⋮ Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces ⋮ Discrete-time constrained stochastic games with the expected average payoff criteria

Cites Work

• Unnamed Item
• New average optimality conditions for semi-Markov decision processes in Borel spaces
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Markov control processes with pathwise constraints
• An approximation approach to ergodic semi-Markov control processes
• Another set of conditions for Markov decision processes with average sample-path costs
• Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
• Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies
• Uniformization for semi-Markov decision processes under stationary policies
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
• Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
• Time-average optimal constrained semi-Markov decision processes
• On Semi-Markov Controlled Models with an Average Reward Criterion
• On the Second Optimality Equation for Semi-Markov Decision Models
• Constrained Semi-Markov decision processes with average rewards
• Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
• SEMI-MARKOV DECISION PROCESSES
• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
• On Average Reward Semi-Markov Decision Processes with a General Multichain Structure

This page was built for publication: Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces