On Optimal Strategies in Control Problems with Constraints

Previous article Next article On Optimal Strategies in Control Problems with ConstraintsE. B. FridE. B. Fridhttps://doi.org/10.1137/1117020PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. G. Fakeev, On necessary conditions for optimality in sequential decision problems, Theory Prob. Applications, 14 (1969), 710–716 10.1137/1114090 LinkGoogle Scholar[2] R. E. Strauch, Negative dynamic programming, Matematika, 13 (1969), 107–127, (In Russian.) Google Scholar[3] D. Blackwell, Dynamic programming in problems with damping effect, Matematika, 11 (1967), 151–160, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Constrained discounted Markov decision processes with Borel state spacesAutomatica, Vol. 111 Cross Ref Convex synthesis of randomized policies for controlled Markov chains with density safety upper bound constraints Cross Ref Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state spaceOperations Research Letters, Vol. 42, No. 3 Cross Ref Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors20 April 2011 | TOP, Vol. 21, No. 2 Cross Ref Optimal policies for constrained average-cost Markov decision processes23 July 2009 | TOP, Vol. 19, No. 1 Cross Ref Dynamic Programming Equations for Discounted Constrained Stochastic ControlIEEE Transactions on Automatic Control, Vol. 49, No. 5 Cross Ref Nonatomic total rewards Markov decision processes with multiple criteriaJournal of Mathematical Analysis and Applications, Vol. 273, No. 1 Cross Ref Total Reward Criteria Cross Ref Dynamic programming equations for constrained stochastic control Cross Ref Multiple Objective Nonatomic Markov Decision Processes with Total Reward CriteriaJournal of Mathematical Analysis and Applications, Vol. 247, No. 1 Cross Ref Discounted Cost Markov Decision Processes with a Constraint27 July 2009 | Probability in the Engineering and Informational Sciences, Vol. 12, No. 02 Cross Ref A Controlled Jump Discounted Model with ConstraintsA. B. Piunovskii17 February 2012 | Theory of Probability & Its Applications, Vol. 42, No. 1AbstractPDF (214 KB)Control of Random Sequences in Problems with ConstraintsA. B. Piunovskii17 July 2006 | Theory of Probability & Its Applications, Vol. 38, No. 4AbstractPDF (1312 KB)On constrained optimization of the Klimov network and related Markov decision processesIEEE Transactions on Automatic Control, Vol. 38, No. 2 Cross Ref Constrained Average Cost Markov Decision Chains27 July 2009 | Probability in the Engineering and Informational Sciences, Vol. 7, No. 1 Cross Ref Constrained Discounted Markov Decision Chains27 July 2009 | Probability in the Engineering and Informational Sciences, Vol. 5, No. 4 Cross Ref Linear stochastic control with constraintsIEEE Transactions on Automatic Control, Vol. 29, No. 12 Cross Ref Arret optimal avec contrainte1 July 2016 | Advances in Applied Probability, Vol. 15, No. 4 Cross Ref Optimal stochastic control in terms of martingales1 July 2016 | Advances in Applied Probability, Vol. 8, No. 2 Cross Ref Stochastic control with state constraints and non linear elliptic equations with infinite boundary conditions Cross Ref Markov decision processes with constraints Cross Ref Controle lineaire sous contrainte avec observation partielle Cross Ref Stochastic control with average constraint Cross Ref Markov decision processes with constrained stopping times Cross Ref Nonatomic total rewards Markov decision processes with multiple criteria Cross Ref Volume 17, Issue 1| 1972Theory of Probability & Its Applications History Submitted:06 July 1970Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1117020Article page range:pp. 188-192ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics