Constrained Markov decision processes with first passage criteria
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DOI: 10.1007/s10479-012-1292-1
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- David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.
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Keywords
Markov decision processes; Target set; First passage time; Expected first passage reward/cost; Constrained optimal policy;All these keywords.
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