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hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut Polytechnique de Bordeaux [Bordeaux INP]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorDUFOUR, François
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorGENADOT, Alexandre
dc.date.accessioned2024-04-04T03:01:24Z
dc.date.available2024-04-04T03:01:24Z
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/192897
dc.description.abstractEnIn this work, we study discrete-time Markov decision processes (MDPs) under constraints with Borel state and action spaces and where all the performance functions have the same form of the expected total reward (ETR) criterion over the infinite time horizon. One of our objective is to propose a convex programming formulation for this type of MDPs. It will be shown that the values of the constrained control problem and the associated convex program coincide and that if there exists an optimal solution to the convex program then there exists a stationary randomized policy which is optimal for the MDP. It will be also shown that in the framework of constrained control problems, the supremum of the expected total rewards over the set of randomized policies is equal to the supremum of the expected total rewards over the set of stationary randomized policies. We consider standard hypotheses such as the so-called continuity-compactness conditions and a Slater-type condition. Our assumptions are quite weak to deal with cases that have not yet been addressed in the literature. An example is presented to illustrate our results with respect to those of the literature.
dc.language.isoen
dc.subject.enConvex program
dc.subject.enMarkov decision process
dc.subject.enExpected total reward criterion
dc.subject.enOccupation measure
dc.subject.enConstraints
dc.title.enA convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halMathématiques [math]/Optimisation et contrôle [math.OC]
dc.identifier.arxiv1903.08853
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierhal-02071036
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-02071036v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=DUFOUR,%20Fran%C3%A7ois&GENADOT,%20Alexandre&rft.genre=preprint


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