%0 Journal Article
%T On Bellman's principle with inequality constraints
%A Edwin K. P. Chong
%A Scott A. Miller
%A Jason Adaska
%J Mathematics
%D 2011
%I arXiv
%X 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.
%U http://arxiv.org/abs/1111.3271v1