Constrained Markov Decision Processes with Expected Total Reward Criteria

DOI10.1137/19M1254829zbMath1421.90161WikidataQ127243013 ScholiaQ127243013MaRDI QIDQ5233130

Anna Jaśkiewicz, Andrzej S. Nowak

Publication date: 16 September 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationMarkov decision processstationary optimal policytotal expected reward criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items

Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games, Markov decision processes with burstiness constraints, On approximate and weak correlated equilibria in constrained discounted stochastic games, A note on the existence of optimal stationary policies for average Markov decision processes with countable states, Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases, A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov decision processes with applications to finance.
• On dynamic programming and statistical decision theory
• A convex analytic approach to Markov decision processes
• On compactness of the space of policies in stochastic dynamic programming
• Stochastic optimal control. The discrete time case
• On dynamic programming: Compactness of the space of policies
• Multiple objective nonatomic Markov decision processes with total reward criteria
• Conditional expectation of correspondences and economic applications
• On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
• Nonatomic total rewards Markov decision processes with multiple criteria
• On the expected total reward with unbounded returns for Markov decision processes
• Constrained discounted Markov decision processes with Borel state spaces
• Stationary Markov perfect equilibria in discounted stochastic games
• Measurable selections of extrema
• The Expected Total Cost Criterion for Markov Decision Processes under Constraints
• Noisy Stochastic Games
• Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes
• Examples in Markov Decision Processes
• The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach
• Measurable Selection Theorems for Minimax Stochastic Optimization Problems
• Regular Conditional Expectations of Correspondences
• Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
• A Note on Memoryless Rules for Controlling Sequential Control Processes
• Negative Dynamic Programming
• Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games