A Policy Improvement Method in Constrained Stochastic Dynamic Programming
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Publication:5281937
DOI10.1109/TAC.2006.880801zbMath1366.90213MaRDI QIDQ5281937
Publication date: 27 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Related Items (7)
Random search for constrained Markov decision processes with multi-policy improvement ⋮ On Bellman's principle with inequality constraints ⋮ An exact iterative search algorithm for constrained Markov decision processes ⋮ A policy improvement method for constrained average Markov decision processes ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ A policy iteration heuristic for constrained discounted controlled Markov chains ⋮ Resource-constrained management of heterogeneous assets with stochastic deterioration
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