Discounted Markov decision processes with utility constraints
نویسندگان
چکیده
منابع مشابه
Discounted Markov decision processes with utility constraints
-We consider utility-constrained Markov decision processes. The expected utility of the total discounted reward is maximized subject to multiple expected utility constraints. By introducing a corresponding Lagrange function, a saddle-point theorem of the utility constrained optimization is derived. The existence of a constrained optimal policy is characterized by optimal action sets specified w...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2006
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2005.11.013