Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems (Q1060967)
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scientific article; zbMATH DE number 3910167
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| English | Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems |
scientific article; zbMATH DE number 3910167 |
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Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems (English)
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1985
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This paper develops an efficient LP algorithm for solving single chain undiscounted Markov decision problems. The algorithm imposes, in the framework of the simplex method, the multiple choice constraints that exactly one basic variable be chosen from each Markov state. It is proved that the algorithm converges to an optimal solution in a finite number of steps.
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multiple choice constraints
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finite state
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single chain undiscounted Markov decision problems
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simplex method
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0.8530137538909912
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0.8530137538909912
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0.8330351710319519
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0.8183491826057434
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