Linear Programming Solutions for Separable Markovian Decision Problems

DOI10.1287/MNSC.13.5.371MaRDI QIDQ5602034zbMATH OpenOpenAlexFDO

Authors Guy de Ghellinck, Gary D. Eppen

Publication date 1967

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.13.5.371

Cited in

(15)

• On the block upper-triangularity of undiscounted multi-chain Markov decision problems
• Implementation and analysis of alternative algorithms for generalized shortest path problems
• On efficiency of linear programming applied to discounted Markovian decision problems
• Separable Markovian decision problems. The linear programming method in the multichain case
• Linear programming considerations on Markovian decision processes with no discounting
• On direct sums of Markovian decision process
• Derman's book as inspiration: some results on LP for MDPs
• Optimality in transient markov chains and linear programming
• A set of successive approximation methods for discounted Markovian decision problems
• Finite horizon approximations of infinite horizon linear programs
• 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
• Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
• Joint optimization of transition rules and the premium scale in a bonus-malus system
• On using discrete random models within decision support systems

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