Constrained Markov Decision Chains

DOI10.1287/mnsc.19.4.389zbMath0246.90051OpenAlexW2085680165MaRDI QIDQ5659359

C. Derman, Arthur F. jun. Veinott

Publication date: 1972

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.19.4.389

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (9)

Constrained Semi-Markov decision processes with average rewards ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ On the life and work of Cyrus Derman ⋮ Estimating discontinuous periodic signals in a time inhomogeneous diffusion ⋮ Finding the \(K\) best policies in a finite-horizon Markov decision process ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ Mean, variance and probabilistic criteria in finite Markov decision processes: A review ⋮ On constrained Markov decision processes

This page was built for publication: Constrained Markov Decision Chains