Linear programming approximations for Markov control processes in metric spaces

DOI10.1023/A:1005826226226MaRDI QIDQ1387656zbMATH OpenOpenAlexFDO

Authors Onésimo Hernández-Lerma, Jean B. Lasserre

Publication date 30 May 1999

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1005826226226

zbMATH Keywords

discrete-time Markov control processeslinear programming

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(5)

• Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
• Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
• A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
• Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
• Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces

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