Random search for constrained Markov decision processes with multi-policy improvement

DOI10.1016/j.automatica.2015.05.016zbMath1330.93249OpenAlexW1956999203MaRDI QIDQ895275

Hyeong Soo Chang

Publication date: 26 November 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.05.016

zbMATH Keywords

Markov decision processesconstrained optimizationrandom searchpolicy improvement

Mathematics Subject Classification ID

Related Items (1)

Markov decision processes with burstiness constraints

Cites Work

• Unnamed Item
• An exact iterative search algorithm for constrained Markov decision processes
• Simulated annealing with asymptotic convergence for nonlinear constrained optimization
• A solving method of an MDP with a constraint by genetic algorithms.
• Simulation-based algorithms for Markov decision processes
• Policy set iteration for Markov decision processes
• Non-randomized policies for constrained Markov decision processes
• Constrained Discounted Markov Decision Processes and Hamiltonian Cycles
• The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate
• Encyclopedia of Optimization
• Introduction to Stochastic Search and Optimization
• Notes on the Scenario Design Approach
• Dynamic Programming Equations for Discounted Constrained Stochastic Control
• A Policy Improvement Method in Constrained Stochastic Dynamic Programming
• A survey of computational complexity results in systems and control

This page was built for publication: Random search for constrained Markov decision processes with multi-policy improvement