On efficiency of linear programming applied to discounted Markovian decision problems
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Cites work
- scientific article; zbMATH DE number 3148886 (Why is no real title available?)
- scientific article; zbMATH DE number 3843492 (Why is no real title available?)
- Bounds and Transformations for Discounted Finite Markov Decision Chains
- Contraction Mappings in the Theory Underlying Dynamic Programming
- Discrete Dynamic Programming
- Finite state Markovian decision processes
- Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
- Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
- Linear Programming Solutions for Separable Markovian Decision Problems
- Technical Note—On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes
- Tests for Suboptimal Actions in Discounted Markov Programming
- The numerical exploitation of periodicity in Markov decision processes
Cited in
(8)- Separable Markovian decision problems. The linear programming method in the multichain case
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- A Linearly Relaxed Approximate Linear Program for Markov Decision Processes
- Linear programming in tector criterion markov and semi-Markov decision processes
- Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems
- scientific article; zbMATH DE number 3965846 (Why is no real title available?)
- Markov decision processes for infinite horizon problems solved with the cosine simplex method
- scientific article; zbMATH DE number 3885681 (Why is no real title available?)
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