On constrained Markov decision processes

On constrained Markov decision processes

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Article ID: iaor19972133
Country: Netherlands
Volume: 19
Issue: 1
Start Page Number: 25
End Page Number: 28
Publication Date: Jul 1996
Journal: Operations Research Letters
Authors:
Abstract:

A multichain Markov decision process with constraints on the expected state-action frequencies may lead to a unique optimal policy which does not satisfy Bellman’s principle of optimality. The model with sample-path constraints does not suffer from this drawback.

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