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Volumn 48, Issue 2, 2000, Pages 255-269

Constrained markov decision processes with compact state and action spaces: The average case

Author keywords

Average criteria; Compact state and action spaces; Constrained Markov decision processes; Constrained optimal pair; Lagrange technique; Saddle point

Indexed keywords


EID: 0000603299     PISSN: 02331934     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (14)

References (17)
  • 5
    • 0022151359 scopus 로고
    • Optimal policies for controlled Markov chains with a constraint
    • Beutler, F. J. and Ross, K. W. (1985). Optimal policies for controlled Markov chains with a constraint, J. Math. Anal. Appl., 112, 236-252.
    • (1985) J. Math. Anal. Appl. , vol.112 , pp. 236-252
    • Beutler, F.J.1    Ross, K.W.2
  • 6
    • 0003368639 scopus 로고
    • Topics in controlled Markov chains
    • Longman Scientific and Technical, Harlow
    • Borkar, V. S., Topics in controlled Markov chains, Pitman Research Notes in Math. No. 240, Longman Scientific and Technical, Harlow, 1991.
    • (1991) Pitman Research Notes in Math. No. 240 , vol.240
    • Borkar, V.S.1
  • 7
    • 0028336218 scopus 로고
    • Ergodic control of Markov chains with constraints - The general case
    • Borkar, V. S. (1994). Ergodic control of Markov chains with constraints - the general case, SIAM J. Control Optim., 32, 176-186.
    • (1994) SIAM J. Control Optim. , vol.32 , pp. 176-186
    • Borkar, V.S.1
  • 8
    • 0001091975 scopus 로고
    • Measurable selection of extrema
    • Brown, L. D. and Purve, R. (1973). Measurable selection of extrema, Ann. Statist., 1, 902-912.
    • (1973) Ann. Statist. , vol.1 , pp. 902-912
    • Brown, L.D.1    Purve, R.2
  • 11
    • 0028397545 scopus 로고
    • Linear programming and average optimality of Markov control processes on Borel spaces-Unbounded costs
    • Hernández-Lerma, O. and Lasserre, J. B. (1994). Linear programming and average optimality of Markov control processes on Borel spaces-Unbounded costs, SIAM J. Control Optim., 32, 480-500.
    • (1994) SIAM J. Control Optim. , vol.32 , pp. 480-500
    • Hernández-Lerma, O.1    Lasserre, J.B.2
  • 12
    • 0345809499 scopus 로고
    • Discounted cost Markov decision processes on Borel spaces: The linear programming formulation
    • Hernández-Lerma, O. and Hernández-Hernández, D. (1994). Discounted cost Markov decision processes on Borel spaces: The linear programming formulation, J. Math. Anal. Appl., 183, 335-351.
    • (1994) J. Math. Anal. Appl. , vol.183 , pp. 335-351
    • Hernández-Lerma, O.1    Hernández-Hernández, D.2
  • 13
    • 0344325087 scopus 로고
    • Linear programming formulation of MDPs in countable state space: The multichain case
    • Hordijk, A. and Lasserre, J. B. (1994). Linear programming formulation of MDPs in countable state space: the multichain case, ZOR-Math. Meth. O.R., 40, 91-108.
    • (1994) ZOR-Math. Meth. O.R. , vol.40 , pp. 91-108
    • Hordijk, A.1    Lasserre, J.B.2
  • 14
    • 0141754345 scopus 로고
    • Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
    • Kallenberg, L. C. M. (1994). Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory, ZOR-Math. Meth. O.R., 40, 1-42.
    • (1994) ZOR-Math. Meth. O.R. , vol.40 , pp. 1-42
    • Kallenberg, L.C.M.1
  • 15
    • 0024626806 scopus 로고
    • The existence of a minimum pair of state and policy for Markov decision processes under the hypothesis of Doeblin
    • Kurano, M. (1989). The existence of a minimum pair of state and policy for Markov decision processes under the hypothesis of Doeblin, SIAM J. Control Optim., 27, 296-307.
    • (1989) SIAM J. Control Optim. , vol.27 , pp. 296-307
    • Kurano, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.