Constrained Markov decision processes in Borel spaces: from discounted to average optimality
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Publication:510431
DOI10.1007/s00186-016-0551-3zbMath1354.93175OpenAlexW2460833494MaRDI QIDQ510431
Héctor Jasso-Fuentes, Omar A. De-la-Cruz Courtois, Armando Felipe Mendoza-Pérez
Publication date: 10 February 2017
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-016-0551-3
Lagrange multipliersMarkov decision processesvanishing discount approachconstrained control problems
Related Items (3)
Continuous-time constrained stochastic games with average criteria ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Constrained optimality for controlled switching diffusions with an application to stock purchasing
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