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

DOI10.1007/BF02591798zbMATH Open0546.90101MaRDI QIDQ3337979FDOQ3337979

Authors: Arie Hordijk, Lodewijk Kallenberg 

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

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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)

Cites Work

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• Finite state Markovian decision processes
• Discrete Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Contraction Mappings in the Theory Underlying Dynamic Programming
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• Linear Programming and Markov Decision Chains
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• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Normalized Markov Decision Chains. II: Optimality of Nonstationary Policies
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• Discrete Dynamic Programming with a Small Interest Rate
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• Title not available (Why is that?)
• Normalized Markov Decision Chains I; Sensitive Discount Optimality

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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