Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
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Publication:3427491
DOI10.1137/S0363012903437290zbMath1151.90574MaRDI QIDQ3427491
Publication date: 20 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ Optimal risk probability for first passage models in semi-Markov decision processes ⋮ Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs ⋮ On packing and covering polyhedra in infinite dimensions ⋮ Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces ⋮ Computing Near-Optimal Policies in Generalized Joint Replenishment ⋮ Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes ⋮ Solving the drift control problem
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