Constrained Markov Decision Processes

Examples of Constrained Dynamic Control Problems, On Solution Approaches for CMDPs with Expected Costs, Other Types of CMDPs, Cost Criteria and Assumptions, The Convex Analytical Approach and Occupation Measures, Linear Programming and Lagrangian Approach for CMDPs, About the Methodology, The Structure of the Book, PART ONE: FINITE MDPS, MARKOV DECISION PROCESSES, THE DISCOUNTED COST, THE EXPECTED AVERAGE COST, FLOW AND SERVICE CONTROL IN A SINGLE-SERVER QUEUE, PART TWO: INFINITE MDPS MDPS WITH INFINITE STATE AND ACTION SPACES, THE TOTAL COST: CLASSIFICATION OF MDPS, THE TOTAL COST: OCCUPATION MEASURES AND THE PRIMAL LP, THE TOTAL COST: DYNAMIC AND LINEAR PROGRAMMING, THE DISCOUNTED COST, THE EXPECTED AVERAGE COST, EXPECTED AVERAGE COST: DYNAMIC PROGRAMMING AND LP, PART THREE: ASYMPTOTIC METHODS AND APPROXIMATIONS SENSITIVITY ANALYSIS, CONVERGENCE OF DISCOUNTED CONSTRAINED MDPS, CONVERGENCE AS THE HORIZON TENDS TO INFINITY, STATE TRUNCATION AND APPROXIMATION