On Linear Programming in a Markov Decision Problem

From MaRDI portal
Revision as of 03:49, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5585886

DOI10.1287/MNSC.16.5.281zbMath0191.48602OpenAlexW2018547763MaRDI QIDQ5585886

Eric V. Denardo

Publication date: 1970

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.16.5.281




Related Items (30)

LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systemsComputational aspects in applied stochastic controlCommunicating MDPs: Equivalence and LP propertiesOn Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded CostsGeneralized Markovian decision processesSurvey of linear programming for standard and nonstandard Markovian control problems. Part I: TheoryLinear programming formulation of MDPs in countable state space: The multichain caseDerman's book as inspiration: some results on LP for MDPsThe stochastic shortest path problem: a polyhedral combinatorics perspectivePerturbation of null spaces with application to the eigenvalue problem and generalized inversesState partitioning based linear program for stochastic dynamic programs: an invariance propertyOPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUEMF-OMO: An Optimization Formulation of Mean-Field GamesOptimization of file migration policies in distributed computer systemsDetermining the optimal strategies for discrete control problems on stochastic networks with discounted costsSolving stochastic dynamic programming problems by linear programming — An annotated bibliographyOptimal choice of reward levels in an organizationOptimal harvesting strategies for stochastic single-species, multiage class modelsDynamic programming and principles of optimalityOn the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded CostsBounds on distances between eigenvaluesA note on maximal mean/standard deviation ratio in an undiscounted MDPA new optimality criterion for discrete dynamic programmingMaximum-Stopping-Value Policies in Finite Markov Population Decision ChainsNumerical comparison of controls and verification of optimality for stochastic control problemsOn the block upper-triangularity of undiscounted multi-chain Markov decision problemsMARKOV DECISION PROCESSESLinear programming with multiple choice constraints for single chain undiscounted Markov decision problemsMean-variance criteria in an undiscounted Markov decision processWeak conditions for average optimality in Markov control processes







This page was built for publication: On Linear Programming in a Markov Decision Problem