Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142162 | Operations Research Letters | 2014 | 7 Pages |
Abstract
This paper focuses on solving a finite horizon semi-Markov decision process with multiple constraints. We convert the problem to a constrained absorbing discrete-time Markov decision process and then to an equivalent linear program over a class of occupancy measures. The existence, characterization and computation of constrained-optimal policies are established under suitable conditions. An example is given to demonstrate our results.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Yonghui Huang, Zhongfei Li, Xianping Guo,