We develop an algorithm to compute optimal policies for Markov decision processes subject to constraints that result from some observability restrictions on the process. We assume that the state of the Markov process is unobservable. There is an observable process related to the unobservable...

This paper deals with denumerable discrete-time Markov decision processes with unbounded costs. The criteria to be minimized are both of the limsup and liminf average criteria, instead of only the limsup average criterion widely used in the previous literature. We give another set of conditions...

We develop an algorithm to compute optimal policies for Markov decision processes subject to constraints that result from some observability restrictions on the process. We assume that the state of the Markov process is unobservable. There is an observable process related to the unobservable...

This paper deals with denumerable discrete-time Markov decision processes with unbounded costs. The criteria to be minimized are both of the limsup and liminf average criteria, instead of only the limsup average criterion widely used in the previous literature. We give another set of conditions...

Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with “natural” jump intensities. Multicriteria control problem for such model is considered, and the...

We consider eight problems in which we maximize or minimize threshold probabilities in discounted Markov decision processes with bounded reward set. We show that such problems are classified to two equivalence classes and give a relationship between optimal values and optimal policies of...

We consider eight problems in which we maximize or minimize threshold probabilities in discounted Markov decision processes with bounded reward set. We show that such problems are classified to two equivalence classes and give a relationship between optimal values and optimal policies of...

Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with “natural” jump intensities. Multicriteria control problem for such model is considered, and the...

We consider a minimizing risk model in a stochastic shortest path problem in which for each node of a graph we select a probability distribution over the set of successor nodes so as to reach a given target node with minimum threshold probability. We formulate such a problem as undiscounted...

We consider a minimizing risk model in a stochastic shortest path problem in which for each node of a graph we select a probability distribution over the set of successor nodes so as to reach a given target node with minimum threshold probability. We formulate such a problem as undiscounted...