Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Solution Methods for Constrained Markov Decision Process with Continuous
  Probability Modulation   We propose solution methods for previously-unsolved constrained MDPs in which
actions can continuously modify the transition probabilities within some
acceptable sets. While many methods have been proposed to solve regular MDPs
with large state sets, there are few practical approaches for solving
constrained MDPs with large action sets. In particular, we show that the
continuous action sets can be replaced by their extreme points when the rewards
are linear in the modulation. We also develop a tractable optimization
formulation for concave reward functions and, surprisingly, also extend it to
non- concave reward functions by using their concave envelopes. We evaluate the
effectiveness of the approach on the problem of managing delinquencies in a
portfolio of loans.

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The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
27
The categories of this paper are: comp-gas
35
The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga
20
The categories of this paper are: acc-phys
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex
37
The categories of this paper are: supr-con
17
The categories of this paper are: q-fin
14
The categories of this paper are: math-ph