Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints

DOI10.1007/BF02591798MaRDI QIDQ3337979zbMATH OpenFDO

Authors Arie Hordijk, Lodewijk Kallenberg

Publication date 1984

Published in Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

additional linear constraintsgeneralized finite Markov decision modelsuboptimality criteriatransient dynamic programmingtransient policies

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3181418 (Why is no real title available?)
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• scientific article; zbMATH DE number 3607837 (Why is no real title available?)
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• scientific article; zbMATH DE number 3631458 (Why is no real title available?)
• scientific article; zbMATH DE number 3445938 (Why is no real title available?)
• scientific article; zbMATH DE number 3225772 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Discrete Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Discrete Dynamic Programming with a Small Interest Rate
• Finite state Markovian decision processes
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Linear Programming and Markov Decision Chains
• Normalized Markov Decision Chains I; Sensitive Discount Optimality
• Normalized Markov Decision Chains. II: Optimality of Nonstationary Policies

Cited in

(4)

• Maximum-stopping-value policies in finite Markov population decision chains
• On the reduction of total-cost and average-cost MDPs to discounted mdps
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Sensitivity analysis in discounted Markovian decision problems

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