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Optimal policies for constrained average-cost Markov decision processes

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  • Juan González-Hernández
  • César Villarreal

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  • Juan González-Hernández & César Villarreal, 2011. "Optimal policies for constrained average-cost Markov decision processes," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 107-120, July.
    • Handle: RePEc:spr:topjnl:v:19:y:2011:i:1:p:107-120
    DOI: 10.1007/s11750-009-0110-7
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    References listed on IDEAS

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    1. Eugene A. Feinberg & Adam Shwartz, 1996. "Constrained Discounted Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 21(4), pages 922-945, November.
    2. Alan F. Karr, 1983. "Extreme Points of Certain Sets of Probability Measures, with Applications," Mathematics of Operations Research, INFORMS, vol. 8(1), pages 74-85, February.
    3. Alexander A. Yushkevich, 1997. "The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions," Mathematics of Operations Research, INFORMS, vol. 22(2), pages 458-467, May.
    4. Gerhard Winkler, 1988. "Extreme Points of Moment Sets," Mathematics of Operations Research, INFORMS, vol. 13(4), pages 581-587, November.
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    Cited by:

    1. Kuang Xu, 2015. "Necessity of Future Information in Admission Control," Operations Research, INFORMS, vol. 63(5), pages 1213-1226, October.

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