Optimal policies for constrained average-cost Markov decision processes
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DOI: 10.1007/s11750-009-0110-7
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References listed on IDEAS
- Eugene A. Feinberg & Adam Shwartz, 1996. "Constrained Discounted Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 21(4), pages 922-945, November.
- 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.
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Cited by:
- Kuang Xu, 2015. "Necessity of Future Information in Admission Control," Operations Research, INFORMS, vol. 63(5), pages 1213-1226, October.
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Keywords
Markov decision processes; Constraints; Stable measures; 90C40;All these keywords.
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