Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time (Q5119845)

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scientific article; zbMATH DE number 7242693
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Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time
scientific article; zbMATH DE number 7242693

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    Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time (English)
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    1 September 2020
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    Markov decision process
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    randomized algorithm
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    linear programming
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    duality
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    primal-dual method
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    runtime complexity
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    stochastic approximation
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