Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach

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

zbMATH Keywords

infinite linear programmingdiscounted costrandom rateconstrained Markov control processes

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov decision processes with state-dependent discount factors and unbounded rewards/costs
• Markov decision processes with exponentially representable discounting
• Linear programming approximations for Markov control processes in metric spaces
• Constrained Markov control processes in Borel spaces: the discounted case
• Adaptive policies for stochastic systems under a randomized discounted cost criterion
• Markov control processes with randomized discounted cost
• Occupation measures for controlled Markov processes: Characterization and optimality
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Generalizations of Farkas’ Theorem
• Approximation Schemes for Infinite Linear Programs
• Markov Decision Models with Weighted Discounted Criteria
• Constrained Average Cost Markov Control Processes in Borel Spaces

This page was built for publication: Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach