{
  "id": "1111.3271",
  "version": "v1",
  "published": "2011-11-14T16:23:05.000Z",
  "updated": "2011-11-14T16:23:05.000Z",
  "title": "On Bellman's principle with inequality constraints",
  "authors": [
    "Edwin K. P. Chong",
    "Scott A. Miller",
    "Jason Adaska"
  ],
  "categories": [
    "math.OC",
    "cs.SY",
    "math.PR"
  ],
  "abstract": "We consider an example by Haviv (1996) of a constrained Markov decision process that, in some sense, violates Bellman's principle. We resolve this issue by showing how to preserve a form of Bellman's principle that accounts for a change of constraint at states that are reachable from the initial state.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-11-14T16:23:05.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "inequality constraints",
      "violates bellmans principle",
      "constrained markov decision process",
      "initial state"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1111.3271C"
    }
  }
}