Constrained Markov Decision Processes
暂无分享,去创建一个
[1] M. Fréchet. Convergence in probability , 1930 .
[2] M. Kreĭn,et al. On extreme points of regular convex sets , 1940 .
[3] L. Shapley,et al. Stochastic Games* , 1953, Proceedings of the National Academy of Sciences.
[4] M. Sion. On general minimax theorems , 1958 .
[5] Kai Lai Chung,et al. Markov Chains with Stationary Transition Probabilities , 1961 .
[6] A. S. Manne. Linear Programming and Sequential Decisions , 1960 .
[7] Kai Lai Chung,et al. Markov Chains with Stationary Transition Probabilities , 1961 .
[8] S. Friedman. On Stochastic Approximations , 1963 .
[9] F. d'Epenoux,et al. A Probabilistic Production and Inventory Problem , 1963 .
[10] Robert J . Aumann,et al. 28. Mixed and Behavior Strategies in Infinite Extensive Games , 1964 .
[11] C. Derman,et al. Some Remarks on Finite Horizon Markovian Decision Models , 1965 .
[12] Onésimo Hernández-Lerma,et al. Controlled Markov Processes , 1965 .
[13] C. Derman,et al. A Note on Memoryless Rules for Controlling Sequential Control Processes , 1966 .
[14] G. Dantzig,et al. On the continuity of the minimum set of a continuous function , 1967 .
[15] E. Denardo,et al. Multichain Markov Renewal Programs , 1968 .
[16] S. Ross,et al. An Example in Denumerable Decision Processes , 1968 .
[17] L. Fisher,et al. On Recurrent Denumerable Decision Processes , 1968 .
[18] J. Kemeny,et al. Denumerable Markov chains , 1969 .
[19] K. Hinderer,et al. Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter , 1970 .
[20] Cyrus Derman,et al. Finite State Markovian Decision Processes , 1970 .
[21] Peter Kolesar,et al. A Markovian Model for Hospital Admission Scheduling , 1970 .
[22] E. Denardo. On Linear Programming in a Markov Decision Problem , 1970 .
[23] H. Kushner,et al. Mathematical programming and the control of Markov chains , 1971 .
[24] C. Derman,et al. Constrained Markov Decision Chains , 1972 .
[25] J. Bather. Optimal decision procedures for finite Markov chains. Part II: Communicating systems , 1973, Advances in Applied Probability.
[26] R. Tyrrell Rockafellar. Conjugate Duality and Optimization , 1974 .
[27] A. A. Yushkevich,et al. On a Class of Strategies in General Markov Decision Models , 1974 .
[28] A. Fiacco. Convergence properties of local solutions of sequences of mathematical programming problems in general spaces , 1974 .
[29] Manfred SchÄl,et al. Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal , 1975 .
[30] J Jaap Wessels,et al. Markov games with unbounded rewards , 1976 .
[31] Awi Federgruen,et al. Geometric convergence of value-iteration in multichain markov renewal programming , 1977 .
[32] R. Cowan. An introduction to the theory of point processes , 1978 .
[33] Wolf-Rüdiger Heilmann,et al. Solving stochastic dynamic programming problems by linear programming — An annotated bibliography , 1978, Z. Oper. Research.
[34] Ward Whitt,et al. Approximations of Dynamic Programs, I , 1978, Math. Oper. Res..
[35] A. Hordijk,et al. Linear Programming and Markov Decision Chains , 1979 .
[36] P. Schweitzer,et al. Geometric convergence of value-iteration in multichain Markov decision problems , 1979, Advances in Applied Probability.
[37] D. White. Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes , 1980 .
[38] W. Whitt. Representation and Approximation of Noncooperative Sequential Games , 1980 .
[39] J. van der Wal. On stationary strategies , 1981 .
[40] Mischa Schwartz,et al. Optimal fixed frame multiplexing in integrated line- and packet-switched communication networks , 1982, IEEE Trans. Inf. Theory.
[41] Jan Telgen,et al. Stochastic Dynamic Programming , 1982 .
[42] Kamal Golabi,et al. A Statewide Pavement Management System , 1982 .
[43] Roger Hartley,et al. Stochastic Dynamic Programming , 1982 .
[44] E. Fainberg. Non-Randomized Markov and Semi-Markov Strategies in Dynamic Programming , 1982 .
[45] D. White. Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards , 1982 .
[46] Aurel A. Lazar,et al. Optimal flow control of a class of queueing networks in equilibrium , 1983 .
[47] P. Kanniappan,et al. Uniform convergence of convex optimization problems , 1983 .
[48] L. C. M. Kallenberg,et al. Linear programming and finite Markovian control problems , 1984 .
[49] E. Fainberg,et al. Stationary and Markov policies in countable state dynamic programming , 1983 .
[50] V. Borkar. On Minimum Cost Per Unit Time Control of Markov Chains , 1984 .
[51] Arie Hordijk,et al. Constrained Undiscounted Stochastic Dynamic Programming , 1984, Math. Oper. Res..
[52] Lyn C. Thomas,et al. Finite state approximation algorithms for average cost denumerable state Markov decision processes , 1985 .
[53] Charles R. Johnson,et al. Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.
[54] J. Filar,et al. Gain/variability tradeoffs in undiscounted Markov decision processes , 1985, 1985 24th IEEE Conference on Decision and Control.
[55] N. Krylov,et al. Statistics and control of stochastic processes , 1985 .
[56] Andrzej S. Nowak,et al. Existence of equilibrium stationary strategies in discounted noncooperative stochastic games with uncountable state space , 1985 .
[57] F. Beutler,et al. Optimal policies for controlled markov chains with a constraint , 1985 .
[58] M. J. Sobel. Maximal mean/standard deviation ratio in an undiscounted MDP , 1985 .
[59] R. Cavazos-Cadena. Finite-state approximations for denumerable state discounted markov decision processes , 1986 .
[60] O. Hernández-Lerma. Finite-state approximations for denumerable multidimensional state discounted Markov decision processes , 1986 .
[61] R. Wets,et al. Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse , 1986 .
[62] F. Beutler,et al. Time-average optimal constrained semi-Markov decision processes , 1986, Advances in Applied Probability.
[63] Keith W. Ross,et al. Optimal priority assignment with hard constraint , 1986 .
[64] A. A. Pervozvanskiĭ,et al. Perturbation theory for mathematical programming problems , 1986 .
[65] D. J. White. Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes , 1987 .
[66] H. Kawai. A variance minimization problem for a Markov decision process , 1987 .
[67] R. Rockafellar. Conjugate Duality and Optimization , 1987 .
[68] F. Vakil,et al. Flow control protocols for integrated networks with partially observed voice traffic , 1987 .
[69] Petr Mandl,et al. On adaptive control of Markov processes , 1987, Kybernetika.
[70] E. Fainberg. Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models , 1987 .
[71] Schäl Manfred. Estimation and control in discounted stochastic dynamic programming , 1987 .
[72] H. Wiese,et al. J. Goodisman: “Electrochemistry: Theoretical Foundations”, John Wiley & Sons, Inc., New York, Chichester, Brisbane, Toronto, Singapore 1987. 374 Seiten, Preis: £ 50.45 , 1988 .
[73] Arie Hordijk,et al. Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards , 1988, Math. Oper. Res..
[74] E. Altman,et al. Markov optimization problems: state-action frequencies revisited , 1988, Proceedings of the 27th IEEE Conference on Decision and Control.
[75] Armand M. Makowski,et al. A class of steering policies under a recurrence condition , 1988, Proceedings of the 27th IEEE Conference on Decision and Control.
[76] V. Borkar. A convex analytic approach to Markov decision processes , 1988 .
[77] E. A. Fajnberg. Sufficient Classes of Strategies in Discrete Dynamic Programming. II: Locally Stationary Strategies , 1988 .
[78] Keith W. Ross,et al. Optimal scheduling of interactive and noninteractive traffic in telecommunication systems , 1988 .
[79] Jerzy A. Filar,et al. Variance-Penalized Markov Decision Processes , 1989, Math. Oper. Res..
[80] Linn I. Sennott,et al. Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs , 1989, Oper. Res..
[81] Keith W. Ross,et al. Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints , 1989, Oper. Res..
[82] A. Hordijk,et al. Constrained admission control to a queueing system , 1989, Advances in Applied Probability.
[83] M. D. Wilkinson,et al. Management science , 1989, British Dental Journal.
[84] K. Ross,et al. Variability sensitive Markov decision processes , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.
[85] Rolando Cavazos-Cadena,et al. Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs , 1989, Kybernetika.
[86] Keith W. Ross,et al. Markov Decision Processes with Sample Path Constraints: The Communicating Case , 1989, Oper. Res..
[87] Adam Shwartz,et al. Optimal priority assignment: a time sharing approach , 1989 .
[88] Irwin E. Schochetman. Pointwise versions of the maximum theorem with applications in optimization , 1990 .
[89] A. Shwartz,et al. Stochastic approximations for finite-state Markov chains , 1990 .
[90] M. K. Ghosh,et al. Controlled diffusions with constraints , 1990 .
[91] T. E. S. Raghavan,et al. Algorithms for stochastic games — A survey , 1991, ZOR Methods Model. Oper. Res..
[92] E. Altman,et al. Markov decision problems and state-action frequencies , 1991 .
[93] Eugene A. Feinberg,et al. Non-randomized strategies in stochastic decision processes , 1991, Ann. Oper. Res..
[94] Keith W. Ross,et al. Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach , 1991, Math. Oper. Res..
[95] E. AltmanINRIA. ASYMPTOTIC PROPERTIES OF CONSTRAINEDMARKOV DECISION PROCESSES , 1991 .
[96] E. Altman,et al. Adaptive control of constrained Markov chains: Criteria and policies , 1991 .
[97] V. Borkar. Topics in controlled Markov chains , 1991 .
[98] A. Shwartz,et al. Adaptive control of constrained Markov chains , 1991 .
[99] Robert L. Smith,et al. Convergence of selections with applications in optimization , 1991 .
[100] Linn I. Sennott,et al. Constrained Discounted Markov Decision Chains , 1991, Probability in the Engineering and Informational Sciences.
[101] Aurel A. Lazar,et al. Optimal Decentralized Flow Control of Markovian Queueing Networks with Multiple Controllers , 1991, Perform. Evaluation.
[102] J. Filar,et al. Some comments on a theorem of Hardy and Littlewood , 1992 .
[103] P. Bernhard. Information and strategies in dynamic games , 1992 .
[104] O. Hernández-Lerma,et al. Equivalence of Lyapunov stability criteria in a class of Markov decision processes , 1992 .
[105] Keith W. Ross,et al. Variability Sensitive Markov Decision Processes , 1992, Math. Oper. Res..
[106] Jacqueline Morgan,et al. Convergences of marginal functions with dependent constraints , 1992 .
[107] A. Shwartz,et al. Stochastic approximations and adaptive control of a discrete-time single-server network with random routing , 1992 .
[108] Armand M. Makowski,et al. A class of two-dimensional stochastic approximations and steering policies for Markov decision processes , 1992, [1992] Proceedings of the 31st IEEE Conference on Decision and Control.
[109] R. Cavazos-Cadena. Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state , 1992 .
[110] Rolando Cavazos-Cadena,et al. Comparing recent assumptions for the existence of average optimal stationary policies , 1992, Oper. Res. Lett..
[111] J. Lasserre. Average optimal stationary policies and linear programming in countable space Markov decision processes , 1992, [1992] Proceedings of the 31st IEEE Conference on Decision and Control.
[112] Andreas D. Bovopoulos,et al. The effect of delayed feedback information on network performance , 1992, Ann. Oper. Res..
[113] Eitan Altman,et al. Asymptotic properties of constrained Markov Decision Processes , 1993, ZOR Methods Model. Oper. Res..
[114] Linn I. Sennott,et al. Constrained Average Cost Markov Decision Chains , 1993, Probability in the Engineering and Informational Sciences.
[115] Lucchetti Roberto,et al. CONVERGENCE OF MINIMA OF INTEGRAL FUNCTIONALS, WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC OPTIMIZATION , 1993 .
[116] J. Aubin. Optima and Equilibria: An Introduction to Nonlinear Analysis , 1993 .
[117] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[118] E. Altman,et al. Stability and singular perturbations in constrained Markov decision problems , 1993, IEEE Trans. Autom. Control..
[119] Eitan Altman,et al. Time-Sharing Policies for Controlled Markov Chains , 1993, Oper. Res..
[120] M. K. Ghosh,et al. Discrete-time controlled Markov processes with average cost criterion: a survey , 1993 .
[121] Jean B. Lasserre,et al. Linear programming formulation of MDPs in countable state space: The multichain case , 1994, Math. Methods Oper. Res..
[122] Eitan Altman,et al. Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality , 1994, Math. Oper. Res..
[123] Eugene A. Feinberg,et al. Constrained Semi-Markov decision processes with average rewards , 1994, Math. Methods Oper. Res..
[124] J. Lasserre. Average Optimal Stationary Policies and Linear Programming in Countable Space Markov Decision Processes , 1994 .
[125] E. Altman,et al. Approximations In Dynamic Zero-Sum Games , 1994 .
[126] Nahum Shimkin,et al. Stochastic Games with Average Cost Constraints , 1994 .
[127] V. Borkar. Ergodic Control of Markov Chains with Constraints---The General Case , 1994 .
[128] Lodewijk C. M. Kallenberg,et al. Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory , 1994, Math. Methods Oper. Res..
[129] M. Reiman,et al. Optimality of Randomized Trunk Reservation , 1994 .
[130] Martin L. Puterman,et al. Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .
[131] Eitan Altman,et al. Denumerable Constrained Markov Decision Processes and Finite Approximations , 1994, Math. Oper. Res..
[132] A. B. Piunovskii. Control of Random Sequences in Problems with Constraints , 1994 .
[133] Ying Huang,et al. On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs , 1994, Math. Oper. Res..
[134] Matthew J. Sobel,et al. Mean-Variance Tradeoffs in an Undiscounted MDP , 1994, Oper. Res..
[135] Rommert Dekker,et al. On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains , 1994, Math. Oper. Res..
[136] D. J. White. A mathematical programming approach to a problem in variance penalised Markov decision processes , 1994 .
[138] O. Hernández-Lerma,et al. Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation , 1994 .
[139] E. Altman,et al. A Hybrid (Differential-Stochastic) Zero-Sum Game with a Fast Stochastic Part , 1995 .
[140] Eitan Altman,et al. The Linear Program approach in multi-chain Markov Decision Processes revisited , 1995, Math. Methods Oper. Res..
[141] Aurel A. Lazar,et al. On the existence of equilibria in noncooperative optimal flow control , 1995, JACM.
[142] Eugene A. Feinberg,et al. Constrained Markov Decision Models with Weighted Discounted Rewards , 1995, Math. Oper. Res..
[143] E. Feinberg,et al. Bicriterion Optimization of an M/G/1 Queue with A Removable Server , 1996 .
[144] A MULTICRITERIA MODEL OF OPTIMAL CONTROL OF A STOCHASTIC LINEAR SYSTEM , 1996 .
[145] Eugene A. Feinberg,et al. Notes on equivalent stationary policies in Markov decision processes with total rewards , 1996, Math. Methods Oper. Res..
[146] Eugene A. Feinberg,et al. Constrained Discounted Dynamic Programming , 1996, Math. Oper. Res..
[147] Moshe Haviv,et al. On constrained Markov decision processes , 1996, Oper. Res. Lett..
[148] Eitan Altman,et al. Constrained Markov decision processes with total cost criteria: Occupation measures and primal LP , 1996, Math. Methods Oper. Res..
[149] A. Piunovskiy. Optimal Control of Random Sequences in Problems with Constraints , 1997 .
[150] Linn I. Sennott,et al. The Computation of Average Optimal Policies in Denumerable State Markov Decision Chains , 1997, Advances in Applied Probability.
[151] Linn I. Sennott,et al. On computing average cost optimal policies with application to routing to parallel queues , 1997, Math. Methods Oper. Res..
[152] A. Hordijk,et al. Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards , 1997, Math. Oper. Res..
[153] E. Altman,et al. Approximations in Dynamic Zero-Sum Games II , 1997 .
[154] W. Fleming. Book Review: Discrete-time Markov control processes: Basic optimality criteria , 1997 .
[155] Daryl J. Daley,et al. An Introduction to the Theory of Point Processes , 2013 .
[156] Eitan Altman,et al. Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program , 1998, Math. Methods Oper. Res..
[157] Eitan Altman,et al. Constrained Markov Games: Nash Equilibria , 2000 .
[158] Eitan Altman,et al. Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints , 2000, SIAM J. Control. Optim..
[159] Andrew G. Glen,et al. APPL , 2001 .