- Tytuł:
- Dynamic programming in constrained Markov decision
- Autorzy:
- Piunovskiy, A. B.
- Powiązania:
- https://bibliotekanauki.pl/articles/970861.pdf
- Data publikacji:
- 2006
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
optymalizacja
programowanie dynamiczne
system kolejek
Markov decision process (MDP)
constraints
optimization
dynamic programming
myopic control strategy
queuing system - Opis:
- We consider a discounted Markov Decision Process (MDP) supplemented with the requirement that another discounted loss must not exceed a specified value, almost surely. We show that he problem can be reformulated as a standard MDP and solved using the Dynamic Programming approach. An example on a controlled queue is presented. In the last section, we briefly reinforce the connection of the Dynamic Programming approach to another close problem statement and present the corresponding example. Several other types of constraints are discussed, as well.
- Źródło:
-
Control and Cybernetics; 2006, 35, 3; 645-660
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki
Artykuł