Constrained Discounted Semi-Markov Decision Processes

Eugene A. Feinberg ()
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Eugene A. Feinberg: SUNY at Stony Brook, Department of Applied Mathematics and Statistics

Chapter Chapter 13 in Markov Processes and Controlled Markov Chains, 2002, pp 233-244 from Springer

Abstract: Abstract This paper reduces problems on the existence and the finding of optimal policies for multiple criterion discounted SMDPs to similar problems for MDPs. We prove this reduction and illustrate it by extending to SMDPs several results for constrained discounted MDPs.

Keywords: Semi-Markov decision process; constrained optimization; discounted rewards (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-0265-0_13

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DOI: 10.1007/978-1-4613-0265-0_13

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