Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
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Publication:315764
DOI10.1007/s00245-015-9307-3zbMath1346.90801OpenAlexW1200801359MaRDI QIDQ315764
Tomás Prieto-Rumeau, François Dufour
Publication date: 23 September 2016
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-015-9307-3
Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)
Related Items (6)
On approximate and weak correlated equilibria in constrained discounted stochastic games ⋮ Extreme Occupation Measures in Markov Decision Processes with an Absorbing State ⋮ Realizable Strategies in Continuous-Time Markov Decision Processes ⋮ Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ Constrained discounted Markov decision processes with Borel state spaces ⋮ Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition
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