Joint chance-constrained Markov decision processes.
V. VaragapriyaVikas Vikram SinghAbdel LisserPublished in: Ann. Oper. Res. (2023)
Keyphrases
- markov decision processes
- chance constrained
- stochastic programming
- robust optimization
- state space
- optimal policy
- knapsack problem
- reverse logistics
- policy iteration
- dynamic programming
- transition matrices
- finite state
- multistage
- computationally tractable
- decision theoretic planning
- reinforcement learning
- chance constraints
- finite horizon
- infinite horizon
- average reward
- average cost
- third party
- markov decision process
- linear program
- reward function
- sufficient conditions
- supply chain
- real time dynamic programming