The Expected Total Cost Criterion for Markov Decision Processes under Constraints

DOI10.1239/aap/1377868541zbMath1298.90126OpenAlexW1991625634MaRDI QIDQ2856038

Aleksey B. Piunovskiy, François Dufour

Publication date: 23 October 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1377868541

zbMATH Keywords

linear programmingoccupation measureMarkov decision processexpected total cost criterion

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Related Items (7)

Extreme Occupation Measures in Markov Decision Processes with an Absorbing State ⋮ Realizable Strategies in Continuous-Time Markov Decision Processes ⋮ A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion ⋮ Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Constrained Markov Decision Processes with Expected Total Reward Criteria ⋮ On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes

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