Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors-Reference-Cited by-同舟云学术

Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors

Published:2011-04-20 Issue:2 Volume:21 Page:378-408
ISSN:1134-5764
Container-title:TOP
language:en
Short-container-title:TOP

Author:

Zhang Yi

Publisher

Springer Science and Business Media LLC

Subject

Discrete Mathematics and Combinatorics,Statistics and Probability,Management Science and Operations Research,Information Systems and Management,Modeling and Simulation

Link

http://link.springer.com/content/pdf/10.1007/s11750-011-0186-8.pdf

Reference24 articles.

1. Aliprantis C, Border K (2007) Infinite dimensional analysis. Springer, New York

2. Altman E (1999) Constrained Markov decision processes. Chapman & Hall/CRC, Boca Raton

3. Bertsekas D, Shreve S (1978) Stochastic optimal control. Academic Press, New York

4. Borkar V (1988) A convex analytic approach to Markov decision processes. Probab Theory Relat Fields 78:583–602

5. Chen R, Blankenship G (2004) Dynamic programming equations for discounted constrained stochastic control. IEEE Trans Autom Control 49:699–709

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