Separable Markovian Decision Problems

DOI10.1287/mnsc.14.7.451zbMath0263.90042OpenAlexW2153431177MaRDI QIDQ5679948

Eric V. Denardo

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1287/mnsc.14.7.451

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inventory, storage, reservoirs (90B05) Statistical decision theory (62C99) Markov and semi-Markov decision processes (90C40)

Related Items (6)

Derman's book as inspiration: some results on LP for MDPs ⋮ Structured markovian decision problems ⋮ Separable Markovian decision problems. The linear programming method in the multichain case ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications ⋮ On the block upper-triangularity of undiscounted multi-chain Markov decision problems

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