Non-randomized policies for constrained Markov decision processes

  title={Non-randomized policies for constrained Markov decision processes},
  author={Richard C. Chen and Eugene A. Feinberg},
  journal={Math. Meth. of OR},
This paper addresses constrained Markov decision processes, with expected discounted total cost criteria, which are controlled by nonrandomized policies. A dynamic programming approach is used to construct optimal policies. The convergence of the series of finite horizon value functions to the infinite horizon value function is also shown. A simple example illustrating an application is presented. 
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