Linear programming and sequential decisions
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(81)- Implementation and analysis of alternative algorithms for generalized shortest path problems
- A methodology for computation reduction for specially structured large scale Markov decision problems
- Weak Feller property of non-linear filters
- Relationship between least squares Monte Carlo and approximate linear programming
- Communicating MDPs: Equivalence and LP properties
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Separable Markovian decision problems. The linear programming method in the multichain case
- On the geometry and refined rate of primal-dual hybrid gradient for linear programming
- Maximum-stopping-value policies in finite Markov population decision chains
- Linear programming approach to the optimal stopping of singular stochastic processes
- Dynamic Relaxations for Online Bipartite Matching
- Numerical comparison of controls and verification of optimality for stochastic control problems
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
- Invariant problems in dynamic programming - average reward criterion
- Convergence of finite element methods for singular stochastic control
- Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
- Data-driven optimal control with a relaxed linear program
- Singularly perturbed linear programs and Markov decision processes
- Linear programming formulation of MDPs in countable state space: The multichain case
- Optimal control of a continuous-time \(W\)-configuration assemble-to-order system
- A separation principle for partially observed control of singular stochastic processes
- Optimality in transient markov chains and linear programming
- Approximate dynamic programming via iterated Bellman inequalities
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- MARKOV DECISION PROCESSES
- Stable sequential control rules and Markov chains
- Faster first-order primal-dual methods for linear programming using restarts and sharpness
- Finite element approximations for stochastic control problems with unbounded state space
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Ordinary differential equation methods for Markov decision processes and application to Kullback-Leibler control cost
- A dynamic programming extension to the steady state refinery-LP
- Rationally inattentive control of Markov processes
- Linear programming algorithms for semi-Markovian decision processes
- The stochastic shortest path problem: a polyhedral combinatorics perspective
- Kullback–Leibler-Quadratic Optimal Control
- A unified framework for coordination of thermostatically controlled loads
- Optimality of intuitive checkpointing policies
- MF-OMO: An Optimization Formulation of Mean-Field Games
- Mathematical modeling of distributed catastrophic and terrorist risks
- Derman's book as inspiration: some results on LP for MDPs
- Finite state continuous time Markov decision processes with an infinite planning horizon
- Computational aspects in applied stochastic control
- Stochastic approximation and reinforcement learning: the interface and a little beyond
- A linear programming regulator applied to hydroelastic reservoir level control
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- A primal-dual policy iteration algorithm for constrained Markov decision processes
- State partitioning based linear program for stochastic dynamic programs: an invariance property
- Some basic concepts of numerical treatment of Markov decision models
- Entscheidungsmodelle über angeordneten körpern
- The simplex method is strongly polynomial for deterministic Markov decision processes
- Strong polynomiality of the Gass-Saaty shadow-vertex pivoting rule for controlled random walks
- Using mathematical programming to solve factored Markov decision processes with imprecise probabilities
- Sensitivity analysis in Markov decision processes with uncertain reward parameters
- On the block upper-triangularity of undiscounted multi-chain Markov decision problems
- Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems
- Optimization of file migration policies in distributed computer systems
- A modified dynamic programming method for Markovian decision problems
- Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation
- A convex analytic approach to risk-aware Markov decision processes
- A dynamic analytic method for risk-aware controlled martingale problems
- The optimization of K-effect models by linear and dynamic programming
- Linear programming considerations on Markovian decision processes with no discounting
- scientific article; zbMATH DE number 3264648 (Why is no real title available?)
- Derivation of optimal stocking policies for grazing in arid regions. I. Methodology
- MF-OML: online mean-field reinforcement learning with occupation measures for large population games
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
- Survivable network design for group connectivity in low-treewidth graphs
- Fuzzy job-shop scheduling problems: a review
- A linear programming methodology for approximate dynamic programming
- Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
- Solving the drift control problem
- Linear programming formulations of Markov decision processes
- Sensitivity of constrained Markov decision processes
- Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
- Generalized Markovian decision processes
- A polynomial time bound for Howard's policy improvement algorithm
- On the solvability of Bellman's functional equation for a Markovian decision process
- Data uncertainty in Markov chains: application to cost-effectiveness analyses of medical innovations
- Fixed point theorems for discounted finite Markov decision processes
- Optimality of intuitive checkpointing policies
- A linear programming approach to sequential hypothesis testing
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