Constrained Discounted Markov Decision Chains

DOI10.1017/S0269964800002230zbMath1134.90531MaRDI QIDQ3416026

Linn I. Sennott

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

Related Items (18)

Constrained discounted stochastic games ⋮ Asymptotic properties of constrained Markov Decision Processes ⋮ Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints ⋮ Constrained Continuous-Time Markov Control Processes with Discounted Criteria ⋮ Constrained Markov decision processes with first passage criteria ⋮ Existence of Nash equilibria for constrained stochastic games ⋮ Two‐class constrained optimization with applications to queueing control ⋮ The Linear Program approach in multi-chain Markov Decision Processes revisited ⋮ Optimal policies for constrained average-cost Markov decision processes ⋮ On Bellman's principle with inequality constraints ⋮ Discounted continuous-time constrained Markov decision processes in Polish spaces ⋮ Discounted Markov decision processes with utility constraints ⋮ Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space ⋮ Optimal Call Admission Control for an IEEE 802.16 Wireless Metropolitan Area Network ⋮ Constrained discounted Markov decision processes with Borel state spaces ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ Constrained denumerable state non-stationary MDPs with expected total reward criterion ⋮ Multiple objective nonatomic Markov decision processes with total reward criteria

Cites Work

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• Value iteration in countable state average cost Markov decision processes with unbounded costs
• Optimal policies for controlled Markov chains with a constraint
• Constrained Undiscounted Stochastic Dynamic Programming
• Time-average optimal constrained semi-Markov decision processes
• Denumerable state markovian sequential control processes: On randomizations of optimal policies
• On Optimal Strategies in Control Problems with Constraints

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