Derman's book as inspiration: some results on LP for MDPs (Q378728): Difference between revisions

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-Lodewijk C. M. Kallenberg
@@ Property / author: Lodewijk C. M. Kallenberg / rank @@
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+Lodewijk C. M. Kallenberg
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+W1978804045
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+Programming with linear fractional functionals
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+Linear Programming for Finite State Multi-Armed Bandit Problems
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+Q3270185
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+Linear Programming Solutions for Separable Markovian Decision Problems
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+Separable Markovian Decision Problems
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+On Linear Programming in a Markov Decision Problem
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+Multichain Markov Renewal Programs
@@ Property / cites work: Multichain Markov Renewal Programs / rank @@
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+On Sequential Decisions and Markov Chains
@@ Property / cites work: On Sequential Decisions and Markov Chains / rank @@
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+Finite state Markovian decision processes
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+Q3033156
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+Communicating MDPs: Equivalence and LP properties
@@ Property / cites work: Communicating MDPs: Equivalence and LP properties / rank @@
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+An $O(N^3 )$ Algorithm for Optimal Replacement Problems
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+Linear Programming and Markov Decision Chains
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+Constrained Undiscounted Stochastic Dynamic Programming
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+A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
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+Separable Markovian decision problems. The linear programming method in the multichain case
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+Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
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+Q5463020
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+The Multi-Armed Bandit Problem: Decomposition and Computation
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+Linear Programming and Sequential Decisions
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+NP-hardness of checking the unichain condition in average cost MDPs
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+Extensions of the multiarmed bandit problem: The discounted case
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+Algorithmic Equivalence in Linear Fractional Programming
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+Publication:378728