Joint chance-constrained Markov decision processes

We consider a finite state-action uncertain constrained Markov decision process under discounted and average cost criteria. The running costs are defined by random variables and the transition probabilities are known. The uncertainties present in the objective function and the constraints are modell...

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Vydané v:	Annals of operations research Ročník 322; číslo 2; s. 1013 - 1035
Hlavní autori:	Varagapriya, V, Singh, Vikas Vikram, Lisser, Abdel
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.03.2023 Springer Nature B.V Springer Verlag
Predmet:	Admission control Approximation Business and Management Combinatorics Costs Decision making Linear programming Markov analysis Markov processes Mathematics Operations research Operations Research/Decision Theory Optimization Original Research Probability Queuing theory Random variables Theory of Computation Transition probabilities Upper bounds Joint chance constraint Copula Constrained Markov decision process Elliptical distribution Queueing problem Second order cone programming problem
ISSN:	0254-5330, 1572-9338
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