An application of Lemke's method to a class of Markov decision problems

DOI10.1016/S0377-2217(98)00041-1MaRDI QIDQ1610179zbMATH OpenFDO

Authors Nobuo Matsubayashi, Hisakazu Nishino

Publication date 18 August 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-2217(98)00041-1

zbMATH Keywords

linear complementarity problemMarkov decision problemmathematical programmingsolvability by Lemke's method

Mathematics Subject Classification ID

Special processes (60K99) Management decision making, including multiple objectives (90B50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Markov and semi-Markov decision processes (90C40)

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Cites work

• An Analysis of Stochastic Shortest Path Problems
• Dynamic Shortest Paths in Acyclic Networks with Markovian Arc Costs
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• scientific article; zbMATH DE number 194298 (Why is no real title available?)
• scientific article; zbMATH DE number 3332061 (Why is no real title available?)
• scientific article; zbMATH DE number 3332062 (Why is no real title available?)
• OPTIMAL STOPPING PROBLEM WITH SEVERAL SEARCH AREAS

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