Timeline for Constrained MDP
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 13, 2021 at 15:34 | comment | added | user812951 | Got it, Thank you so much for pointing out. | |
| Jan 13, 2021 at 15:34 | history | edited | user812951 | CC BY-SA 4.0 |
added 103 characters in body
|
| Jan 13, 2021 at 15:09 | comment | added | Dieter Kadelka | The problem I have with your question simply is, that there are many versions of discounted MDP. The state space $S$ may be be finite, countable infinite or a measurable space. Similar for the action space, the restrictions (constraints), the reward/loss function, the discount factor may even depend on the actual state. Maybe that In the books of S.M.Ross: Introduction to stochastic dynamic programming (1983) or E.V. Denardo: Dynamic Programming (1982) you find the answer you seek for your specific model. | |
| Jan 13, 2021 at 14:59 | comment | added | user812951 | I am asking what would be the structure of the optimal policy when there are multiple discounted costs. Please let me know if I should add more to the question. | |
| Jan 13, 2021 at 14:52 | comment | added | user812951 | Can you please clarify what do you mean by assumptions here. | |
| Jan 13, 2021 at 14:17 | comment | added | Dieter Kadelka | Since the answer depends on the assumptions (see the book of Puterman in one of the answers) please be more specific about your assumptions. | |
| Jan 13, 2021 at 13:42 | history | edited | YCor | CC BY-SA 4.0 |
formatted link, fixed "doubt"
|
| Jan 13, 2021 at 13:37 | history | asked | user812951 | CC BY-SA 4.0 |