Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
DOI10.1007/S00245-015-9307-3zbMATH Open1346.90801OpenAlexW1200801359MaRDI QIDQ315764FDOQ315764
Authors: F. Dufour, Tomás Prieto-Rumeau 
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
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Cited In (8)
- Fatou's lemma for weakly converging measures under the uniform integrability condition
- On efficiency of linear programming applied to discounted Markovian decision problems
- Realizable strategies in continuous-time Markov decision processes
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- On approximate and weak correlated equilibria in constrained discounted stochastic games
- A constrained optimization problem with applications to constrained MDPs
- Constrained discounted Markov decision processes with Borel state spaces
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