Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
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Publication:2931072
DOI10.1002/oca.2089zbMath1300.93185OpenAlexW2106781460MaRDI QIDQ2931072
Raquiel R. López-Martínez, Juan González-Hernández, J. Adolfo Minjárez-Sosa, J. Rigoberto Gabriel-Argüelles
Publication date: 21 November 2014
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2089
Optimal stochastic control (93E20) Semi-infinite programming (90C34) Duality theory (optimization) (49N15)
Related Items (5)
Unnamed Item ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ A mean field absorbing control model for interacting objects systems ⋮ Partially observable Markov decision processes with partially observable random discount factors
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