Linear programming formulation of MDPs in countable state space: The multichain case
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Cites work
- A convex analytic approach to Markov decision processes
- Duality theorem in Markovian decision problems
- Finite state Markovian decision processes
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- scientific article; zbMATH DE number 3569238 (Why is no real title available?)
- scientific article; zbMATH DE number 3793773 (Why is no real title available?)
- Linear Programming and Markov Decision Chains
- Linear programming and sequential decisions
- Markov Decision Problems and State-Action Frequencies
- Multichain Markov Renewal Programs
- On Linear Programming in a Markov Decision Problem
- Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
- The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
Cited in
(16)- Linear programming formulations of Markov decision processes
- Average optimal stationary policies and linear programming in countable space Markov decision processes
- Discounted cost Markov decision processes on Borel spaces: The linear programming formulation
- Reformulation of the linear program for completely ergodic MDPs with average cost criteria
- Semi-infinite Markov decision processes
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
- Circumventing the Slater conundrum in countably infinite linear programs
- scientific article; zbMATH DE number 3885681 (Why is no real title available?)
- The LP approach in average reward MDPs with multiple cost constraints: The countable state case
- Infinite Linear Programming and Multichain Markov Control Processes in Uncountable Spaces
- Constrained markov decision processes with compact state and action spaces: the average case
- The Linear Program approach in multi-chain Markov Decision Processes revisited
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- Simplex algorithm for countable-state discounted Markov decision processes
- Duality in Markov Decision Problems with Countable Action and State Spaces
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
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