Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (Q4304579): Difference between revisions

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scientific article; zbMATH DE number 637607

Language	Label	Description	Also known as
English	Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory	scientific article; zbMATH DE number 637607

Statements

instance of

scholarly article

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title

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (English)

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published in

ZOR - Methods and Models of Operations Research

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publication date

13 October 1994

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zbMATH Keywords

standard and nonstandard Markovian control

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average expected rewards

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author

Lodewijk C. M. Kallenberg

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MaRDI profile type

MaRDI publication profile

0 references

cites work

Optimal policies for controlled Markov chains with a constraint

0 references

Time-average optimal constrained semi-Markov decision processes

0 references

On Stochastic Games with Stationary Optimal Strategies

0 references

Discrete Dynamic Programming

0 references

Q3844775

0 references

Q3270185

0 references

Linear Programming Solutions for Separable Markovian Decision Problems

0 references

Contraction Mappings in the Theory Underlying Dynamic Programming

0 references

On Linear Programming in a Markov Decision Problem

0 references

Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem

0 references

Multichain Markov Renewal Programs

0 references

An Optimality Condition for Discrete Dynamic Programming with no Discounting

0 references

Finite state Markovian decision processes

0 references

Some Remarks on Finite Horizon Markovian Decision Models

0 references

A Note on Memoryless Rules for Controlling Sequential Control Processes

0 references

Constrained Markov Decision Chains

0 references

Q3865878

0 references

Q3755254

0 references

Variance-Penalized Markov Decision Processes

0 references

Communicating MDPs: Equivalence and LP properties

0 references

Q3245641

0 references

Solving stochastic dynamic programming problems by linear programming — An annotated bibliography

0 references

Q3888878

0 references

Sensitivity analysis in discounted Markovian decision problems

0 references

Linear Programming and Markov Decision Chains

0 references

Q3919486

0 references

Q3919487

0 references

Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints

0 references

Constrained Undiscounted Stochastic Dynamic Programming

0 references

Q3266141

0 references

On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs

0 references

Q4739658

0 references

A variance minimization problem for a Markov decision process

0 references

Linear Programming and Sequential Decisions

0 references

Stochastic games

0 references

Discrete Dynamic Programming with a Small Interest Rate

0 references

Q5611539

0 references

Linear programming formulations of Markov decision processes

0 references

Linear programming considerations on Markovian decision processes with no discounting

0 references

An orderfield property for stochastic games when one player controls transition probabilities

0 references

On the Convergence of Policy Iteration in Stationary Dynamic Programming

0 references

Algorithms for stochastic games ? A survey

0 references

Q3683893

0 references

Stochastic Games

0 references

Maximal mean/standard deviation ratio in an undiscounted MDP

0 references

On efficiency of linear programming applied to discounted Markovian decision problems

0 references

Optimality in transient markov chains and linear programming

0 references

Q4190426

0 references

On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting

0 references

Discrete Dynamic Programming with Sensitive Discount Optimality Criteria

0 references

Linear programming and undiscounted stochastic games in which one player controls transitions

0 references

Discounted semi-Markov decision processes: linear programming and policy iteration

0 references

Mean, variance and probabilistic criteria in finite Markov decision processes: A review

0 references

full work available at URL

https://doi.org/10.1007/bf01414028

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Identifiers

zbMATH Open document ID

0810.90133

0 references

DOI

10.1007/BF01414028

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Mathematics Subject Classification ID

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0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4304579

@@ Property / author @@
-Lodewijk C. M. Kallenberg
@@ Property / author: Lodewijk C. M. Kallenberg / rank @@
-Normal rank
@@ Property / author @@
+Lodewijk C. M. Kallenberg
@@ Property / author: Lodewijk C. M. Kallenberg / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal policies for controlled Markov chains with a constraint
+Normal rank
@@ Property / cites work @@
+Time-average optimal constrained semi-Markov decision processes
+Normal rank
@@ Property / cites work @@
+On Stochastic Games with Stationary Optimal Strategies
+Normal rank
@@ Property / cites work @@
+Discrete Dynamic Programming
@@ Property / cites work: Discrete Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q3844775
@@ Property / cites work: Q3844775 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3270185
@@ Property / cites work: Q3270185 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Programming Solutions for Separable Markovian Decision Problems
+Normal rank
@@ Property / cites work @@
+Contraction Mappings in the Theory Underlying Dynamic Programming
+Normal rank
@@ Property / cites work @@
+On Linear Programming in a Markov Decision Problem
+Normal rank
@@ Property / cites work @@
+Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem
+Normal rank
@@ Property / cites work @@
+Multichain Markov Renewal Programs
@@ Property / cites work: Multichain Markov Renewal Programs / rank @@
+Normal rank
@@ Property / cites work @@
+An Optimality Condition for Discrete Dynamic Programming with no Discounting
+Normal rank
@@ Property / cites work @@
+Finite state Markovian decision processes
@@ Property / cites work: Finite state Markovian decision processes / rank @@
+Normal rank
@@ Property / cites work @@
+Some Remarks on Finite Horizon Markovian Decision Models
+Normal rank
@@ Property / cites work @@
+A Note on Memoryless Rules for Controlling Sequential Control Processes
+Normal rank
@@ Property / cites work @@
+Constrained Markov Decision Chains
@@ Property / cites work: Constrained Markov Decision Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q3865878
@@ Property / cites work: Q3865878 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3755254
@@ Property / cites work: Q3755254 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance-Penalized Markov Decision Processes
@@ Property / cites work: Variance-Penalized Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Communicating MDPs: Equivalence and LP properties
@@ Property / cites work: Communicating MDPs: Equivalence and LP properties / rank @@
+Normal rank
@@ Property / cites work @@
+Q3245641
@@ Property / cites work: Q3245641 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
+Normal rank
@@ Property / cites work @@
+Q3888878
@@ Property / cites work: Q3888878 / rank @@
+Normal rank
@@ Property / cites work @@
+Sensitivity analysis in discounted Markovian decision problems
+Normal rank
@@ Property / cites work @@
+Linear Programming and Markov Decision Chains
@@ Property / cites work: Linear Programming and Markov Decision Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q3919486
@@ Property / cites work: Q3919486 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3919487
@@ Property / cites work: Q3919487 / rank @@
+Normal rank
@@ Property / cites work @@
+Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
+Normal rank
@@ Property / cites work @@
+Constrained Undiscounted Stochastic Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Q3266141
@@ Property / cites work: Q3266141 / rank @@
+Normal rank
@@ Property / cites work @@
+On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs
+Normal rank
@@ Property / cites work @@
+Q4739658
@@ Property / cites work: Q4739658 / rank @@
+Normal rank
@@ Property / cites work @@
+A variance minimization problem for a Markov decision process
+Normal rank
@@ Property / cites work @@
+Linear Programming and Sequential Decisions
@@ Property / cites work: Linear Programming and Sequential Decisions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic games
@@ Property / cites work: Stochastic games / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete Dynamic Programming with a Small Interest Rate
+Normal rank
@@ Property / cites work @@
+Q5611539
@@ Property / cites work: Q5611539 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear programming formulations of Markov decision processes
+Normal rank
@@ Property / cites work @@
+Linear programming considerations on Markovian decision processes with no discounting
+Normal rank
@@ Property / cites work @@
+An orderfield property for stochastic games when one player controls transition probabilities
+Normal rank
@@ Property / cites work @@
+On the Convergence of Policy Iteration in Stationary Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Algorithms for stochastic games ? A survey
@@ Property / cites work: Algorithms for stochastic games ? A survey / rank @@
+Normal rank
@@ Property / cites work @@
+Q3683893
@@ Property / cites work: Q3683893 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Games
@@ Property / cites work: Stochastic Games / rank @@
+Normal rank
@@ Property / cites work @@
+Maximal mean/standard deviation ratio in an undiscounted MDP
+Normal rank
@@ Property / cites work @@
+On efficiency of linear programming applied to discounted Markovian decision problems
+Normal rank
@@ Property / cites work @@
+Optimality in transient markov chains and linear programming
+Normal rank
@@ Property / cites work @@
+Q4190426
@@ Property / cites work: Q4190426 / rank @@
+Normal rank
@@ Property / cites work @@
+On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
+Normal rank
@@ Property / cites work @@
+Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
+Normal rank
@@ Property / cites work @@
+Linear programming and undiscounted stochastic games in which one player controls transitions
+Normal rank
@@ Property / cites work @@
+Discounted semi-Markov decision processes: linear programming and policy iteration
+Normal rank
@@ Property / cites work @@
+Mean, variance and probabilistic criteria in finite Markov decision processes: A review
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01414028
+Normal rank
@@ Property / OpenAlex ID @@
+W1995985801
@@ Property / OpenAlex ID: W1995985801 / rank @@
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+Publication:4304579