Linear Programming Solutions for Separable Markovian Decision Problems

DOI10.1287/MNSC.13.5.371zbMath0203.22001OpenAlexW2126014539MaRDI QIDQ5602034

Gary D. Eppen, Guy de Ghellinck

Publication date: 1967

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

Full work available at URL: https://doi.org/10.1287/mnsc.13.5.371

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Implementation and analysis of alternative algorithms for generalized shortest path problems ⋮ On efficiency of linear programming applied to discounted Markovian decision problems ⋮ On using discrete random models within decision support systems ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ Derman's book as inspiration: some results on LP for MDPs ⋮ JOINT OPTIMIZATION OF TRANSITION RULES AND THE PREMIUM SCALE IN A BONUS-MALUS SYSTEM ⋮ Separable Markovian decision problems. The linear programming method in the multichain case ⋮ A set of successive approximation methods for discounted Markovian decision problems ⋮ Finite horizon approximations of infinite horizon linear programs ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Optimality in transient markov chains and linear programming ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications ⋮ Linear programming considerations on Markovian decision processes with no discounting ⋮ On direct sums of Markovian decision process ⋮ On the block upper-triangularity of undiscounted multi-chain Markov decision problems

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