Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points
Year of publication: |
2013
|
---|---|
Authors: | González-Hernández, Juan ; López-Martínez, Raquiel R. ; Minjárez-Sosa, Adolfo ; Gabriel-Arguelles, J. Rigoberto |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 3, p. 163-176
|
Subject: | Constrained discounted cost | random discount factor | occupation measures | direct method | Theorie | Theory | Diskontierung | Discounting | Markov-Kette | Markov chain |
-
Consistent planning under quasi-geometric discounting
Sorger, Gerhard, (2004)
-
Non-constant discounting in continuous time
Karp, Larry S., (2004)
-
Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Wei, Qingda, (2011)
- More ...
-
Markov control models with unknown random state-action-dependent discount factors
Minjárez-Sosa, Adolfo, (2015)
-
Gordienko, Evgueni, (1997)
-
Robles-Alcaráz, M. Teresa, (2017)
- More ...