Constrained dynamic programming with two discount factors: applications and an algorithm

DOI10.1109/9.751365zbMath0957.90127OpenAlexW2141816805WikidataQ59313621 ScholiaQ59313621MaRDI QIDQ4506708

Eugene A. Feinberg, Adam Shwartz

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0914d6b2557ecd987fe08b6e0f6505c861713d7c

zbMATH Keywords

algorithmdynamic programmingapplicationsdiscrete time Markov decision process

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints ⋮ Stochastic output feedback MPC with intermittent observations ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ Discounted continuous-time constrained Markov decision processes in Polish spaces ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ Markov control processes with randomized discounted cost ⋮ Continuous-time Markov decision processes with state-dependent discount factors ⋮ A policy iteration heuristic for constrained discounted controlled Markov chains ⋮ Constrained discounted Markov decision processes with Borel state spaces ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ Resource-constrained management of heterogeneous assets with stochastic deterioration ⋮ Partially observable Markov decision processes with partially observable random discount factors

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