Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes (Q6116235): Difference between revisions

Latest revision as of 18:36, 30 December 2024

scientific article; zbMATH DE number 7725746

Language	Label	Description	Also known as
English	Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes	scientific article; zbMATH DE number 7725746

Statements

instance of

scholarly article

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title

Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes (English)

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author

Archis Ghate

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published in

SIAM Journal on Optimization

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publication date

11 August 2023

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zbMATH Keywords

dynamic programming

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Bellman's equations

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value convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1137/22m149185x

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cites work

Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes

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Equipment replacement under technological change

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Optimal Capacity Expansion Over an Infinite Horizon

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Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes

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Infinite Horizon Production Scheduling in Time-Varying Systems Under Stochastic Demand

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From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

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Fast Solution and Detection of Minimal Forecast Horizons in Dynamic Programs with a Single Indicator of the Future: Applications to Dynamic Lot-Sizing Models

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Solving nonstationary infinite horizon dynamic optimization problems

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A Simplex Method for Countably Infinite Linear Programs

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A Shadow Simplex Method for Infinite Linear Programs

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A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes

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Finite horizon approximations of infinite horizon linear programs

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A forecast horizon and a stopping rule for general Markov decision processes

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Approximation Schemes for Infinite Linear Programs

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Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes

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A New Optimality Criterion for Nonhomogeneous Markov Decision Processes

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Simplex Algorithm for Countable-State Discounted Markov Decision Processes

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Solvability in infinite horizon optimization

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Q4315289

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Q3683893

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Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs

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A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems

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On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces

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Infinite Horizon Optimization

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Finite dimensional approximation in infinite dimensional mathematical programming

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A simplex algorithm for minimum-cost network-flow problems in infinite networks

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Policy iteration for robust nonstationary Markov decision processes

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Infinite Horizon Production Planning in Time-Varying Systems with Convex Production and Inventory Costs

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The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate

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Identifiers

zbMATH Open document ID

1522.90245

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6116235

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