Discounted Cost Markov Decision Processes with a Constraint

DOI10.1017/S0269964800005131zbMath0948.90146MaRDI QIDQ4266368

Kazuyoshi Wakuta

Publication date: 30 September 1999

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

zbMATH Keywords

Markov decision processconstrained optimal randomized semistationary policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

An exact iterative search algorithm for constrained Markov decision processes ⋮ Neighbourhood search for constructing Pareto sets

Cites Work

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• Optimal policies for controlled Markov chains with a constraint
• Sensitivity of constrained Markov decision processes
• Markov decision programming with constraints
• Vector-valued Markov decision processes and the systems of linear inequalities
• A new class of policies in vector-valued Markov decision processes
• Time-average optimal constrained semi-Markov decision processes
• Denumerable state markovian sequential control processes: On randomizations of optimal policies
• Denumerable Constrained Markov Decision Processes and Finite Approximations
• On Optimal Strategies in Control Problems with Constraints

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