Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes

DOI10.1007/S00245-015-9307-3MaRDI QIDQ315764zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Markov decision processesconstrained problemslinear programming formulation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)

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Cited in

(8)

• A constrained optimization problem with applications to constrained MDPs
• Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
• Note on discounted continuous-time Markov decision processes with a lower bounding function
• Realizable strategies in continuous-time Markov decision processes
• On approximate and weak correlated equilibria in constrained discounted stochastic games
• Constrained discounted Markov decision processes with Borel state spaces
• On efficiency of linear programming applied to discounted Markovian decision problems
• Fatou's lemma for weakly converging measures under the uniform integrability condition

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