On discounted Markov decision programming with multi-vector constraints

作     者：刘建庸 黄思明 胡光华 

作者机构：Institute of Applied Mathematics Chinese Academy of Sciences Beijing 100080 China Department of Management School of Business and Management Hong Kong Univ. of Sci. and Technol. Department of Mathematics Yunnan University Kunming 650000 China 

出 版 物：《Chinese Science Bulletin》 (Chin. Sci. Bull.)

年 卷 期：1996年第41卷第3期

页      面：202-207页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：a grant from Hong Kong University of Science and Technology National Natural Science Foundation of China Youth Foundation of Yunnan Province, China 

主　　题：Markov decision programming vector constraints constrained optimal strategy. 

摘      要：Tanaka discussed a discounted Markov decision programming with a vector constraint. His paper transformed a constrained optimization problem into a Lagrange programming problem. But the paper has not solved the existence problem of constrained optimal strategy and has not given an efficient algorithm. Hu discussed a discounted semi-Markov decision programming with a real valued constrain. Under certain conditions he showed that there exists a mixed stationary strategy which is constrained optimal strategy, and gave an algorithm. Liu et *** an algorithm for finding the constrained optimal strategy in the class of Markov strategy and the class of stationary strategy.