Linear programming algorithms for semi-Markovian decision processes

DOI10.1016/0022-247X(68)90178-9zbMath0182.53203MaRDI QIDQ2535130

Shunji Osaki, Hisashi Mine

Publication date: 1968

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

operations research

Related Items

Computation of optimal policies in discounted semi-Markov decision chains, Generalized polynomial approximations in Markovian decision processes, Solving Markovian decision processes by successive elimination of variables, Dynamic programming of expectation and variance, Some remarks on a Markovian decision problem with an absorbing state, Linear programming considerations on Markovian decision processes with no discounting, On the optimal long run control of Markov renewal processes, Iterative solution of the functional equations of undiscounted Markov renewal programming, Block-scaling of value-iteration for discounted Markov renewal programming, Replacement process decomposition for discounted Markov renewal programming, Generalized Markovian decision processes, Solving stochastic dynamic programming problems by linear programming — An annotated bibliography

Cites Work

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• Discrete Dynamic Programming
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties