On the block upper-triangularity of undiscounted multi-chain Markov decision problems

DOI10.1016/0167-6377(83)90021-4MaRDI QIDQ1055696zbMATH OpenOpenAlexFDO

Authors Norihiro Mizuno

Publication date 1983

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(83)90021-4

zbMATH Keywords

block upper-triangular formchain number reductionfinite statelinear programming algorithmoptimal solutionpolynomial-in-time transformationsingle-chain Markov decision problemundiscounted multi-chain Markov decision problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites work

• Finite state Markovian decision processes
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3152615 (Why is no real title available?)
• Linear Programming and Markov Decision Chains
• Linear programming and sequential decisions
• Linear Programming Solutions for Separable Markovian Decision Problems
• On Linear Programming in a Markov Decision Problem
• Separable Markovian Decision Problems

Cited in

(1)

• Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems

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