Easy affine Markov decision processes

DOI10.1287/OPRE.2018.1836MaRDI QIDQ5129219zbMATH OpenOpenAlexWikidataFDO

Authors Jie Ning, Matthew J. Sobel

Publication date 26 October 2020

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2018.1836

zbMATH Keywords

curse of dimensionalitydecomposable affine MDPMarkov decision processestractable, dynamic program

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(5)

• Collaboration with a supplier to induce fair labor practices
• Decomposable Markov decision processes: A fluid optimization approach
• Robust decomposable Markov decision processes motivated by allocating school budgets
• Affine Structure and Invariant Policies for Dynamic Programs
• Myopic optimal strategies for a class of continuous-time deterministic and stochastic control problems

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