Linear programming formulation of MDPs in countable state space: The multichain case
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Publication:4304583
DOI10.1007/BF01414031zbMath0828.90134OpenAlexW2061457535MaRDI QIDQ4304583
Arie Hordjik, Jean-Bernard Lasserre
Publication date: 12 September 1994
Published in: ZOR - Methods and Models of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01414031
Related Items (6)
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ Circumventing the Slater conundrum in countably infinite linear programs ⋮ On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ The LP approach in average reward MDPs with multiple cost constraints: The countable state case ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Constrained markov decision processes with compact state and action spaces: the average case
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- Multichain Markov Renewal Programs
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