Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors

Convex programming (90C25) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Cites Work

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Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Constrained Markov decision processes in Borel spaces: from discounted to average optimality
Markov control models with unknown random state-action-dependent discount factors
Markov decision processes with exponentially representable discounting
Stochastic optimal control. The discrete time case
Convergence of the optimal values of constrained Markov control processes
The scalarization approach to multiobjective Markov control problems: \textit{Why} does it work?
Adaptive policies for stochastic systems under a randomized discounted cost criterion
Discrete-time control with non-constant discount factor
Markov control processes with randomized discounted cost
Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points
Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
Markov Decision Models with Weighted Discounted Criteria
Constrained Average Cost Markov Control Processes in Borel Spaces

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