Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem

DOI10.1287/OPRE.18.2.279MaRDI QIDQ5591254zbMATH OpenOpenAlexWikidataFDO

Authors Eric V. Denardo

Publication date 1970

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.18.2.279

zbMATH Keywords

operations research

Cited in

(10)

• Communicating MDPs: Equivalence and LP properties
• An optimality principle for Markovian decision processes
• A policy improvement method for constrained average Markov decision processes
• A new optimality criterion for discrete dynamic programming
• Markov branching decision chains with interest-rate-dependent rewards
• Generalized Markovian decision processes
• Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Temporal logics for the specification of performance and reliability
• The Mitra-Wan forestry model: a discrete-time optimal control problem

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