Discounted Markov decision processes with utility constraints
Author:
Publisher
Elsevier BV
Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference15 articles.
1. Discounted Markov decision processes with general utility;Kadota,1995
2. On the general utility of discounted Markov decision processes;Kadota;Int. Trans. Oper. Res.,1998
3. Markov decision processes with compact state and action spaces: The average case;Kurano;Optimization,2000
4. Discounted MDP's: Distribution functions and exponential utility maximization;Chung;SIAM J. Control Optim.,1987
5. Optimal stopping, exponential utility and linear programming;Denardo;Math. Prog.,1979
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