ON CONSTRAINED MARKOV DECISION-PROCESSES

Authors
HAVIV M
Citation
M. Haviv, ON CONSTRAINED MARKOV DECISION-PROCESSES, Operations research letters, 19(1), 1996, pp. 25-28
Citations number
11
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research letters → ACNP
ISSN journal
01676377
Volume
19
Issue
1
Year of publication
1996
Pages
25 - 28
Database
ISI
SICI code
0167-6377(1996)19:1<25:OCMD>2.0.ZU;2-8
Abstract
A multichain Markov decision process with constraints on the expected state-action frequencies may lead to a unique optimal policy which doe s not satisfy Bellman's principle of optimality. The model with sample -path constraints does not suffer from this drawback.