Controlled Markov chains with constraints.

DOI10.1007/BF02811335zbMath1075.93546OpenAlexW2170708844MaRDI QIDQ5955748

Vivek S. Borkar

Publication date: 18 February 2002

Published in: Sādhanā (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02811335

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items

On Bellman's principle with inequality constraints ⋮ Maximizing the set of recurrent states of an MDP subject to convex constraints ⋮ Controlled diffusions with constraints ⋮ The average cost of Markov chains subject to total variation distance uncertainty ⋮ Sensitivity of constrained Markov decision processes

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