Linear Programming and Markov Decision Chains

From MaRDI portal
Publication:3854945

DOI10.1287/mnsc.25.4.352zbMath0421.90076OpenAlexW2112492957WikidataQ111675450 ScholiaQ111675450MaRDI QIDQ3854945

Arie Hordijk, Lodewijk C. M. Kallenberg

Publication date: 1979

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.25.4.352




Related Items (44)

Variational characterizations in Markov decision processesLP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systemsApproximate dynamic programming with state aggregation applied to UAV perimeter patrolQuadratic programming and the single-controller stochastic gameCommunicating MDPs: Equivalence and LP propertiesOn Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded CostsSurvey of linear programming for standard and nonstandard Markovian control problems. Part I: TheoryLinear programming formulation of MDPs in countable state space: The multichain caseDerman's book as inspiration: some results on LP for MDPsNonlinear programming and stationary strategies in stochastic gamesComputing semi-stationary optimal policies for multichain semi-Markov decision processesLinear programming estimates for Cesàro and Abel limits of optimal values in optimal control problemsThe stochastic shortest path problem: a polyhedral combinatorics perspectiveValue iteration for simple stochastic games: stopping criterion and learning algorithmA value-iteration scheme for undiscounted multichain Markov renewal programsLinear programming formulation of long-run average optimal control problemState partitioning based linear program for stochastic dynamic programs: an invariance propertyThe Linear Program approach in multi-chain Markov Decision Processes revisitedMF-OMO: An Optimization Formulation of Mean-Field GamesLinear programming and undiscounted stochastic games in which one player controls transitionsA value iteration method for undiscounted multichain Markov decision processesMaximizing the set of recurrent states of an MDP subject to convex constraintsLinear programming formulation for non-stationary, finite-horizon Markov decision process modelsNonlinear programming and stationary equilibria in stochastic gamesA structured pattern matrix algorithm for multichain Markov decision processesSeparable Markovian decision problems. The linear programming method in the multichain caseSaddle-point calculation for constrained finite Markov chainsDetermining the optimal strategies for discrete control problems on stochastic networks with discounted costsThe Completely Mixed Single-Controller Stochastic GameTransient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraintsPIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEYLinear Programming and Zero-Sum Two-Person Undiscounted Semi-Markov GamesSingularly perturbed linear programs and Markov decision processesMarkov Branching Decision Chains with Interest-Rate-Dependent RewardsAdmission control strategies for tandem Markovian loss systemsLP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic CaseLinear programming in tector criterion markov and semi-Markov decision processesOn completely mixed stochastic gamesMaximum-Stopping-Value Policies in Finite Markov Population Decision ChainsPercentiles and Markovian decision processesOn the block upper-triangularity of undiscounted multi-chain Markov decision problemsMARKOV DECISION PROCESSESGeneralized polynomial approximations in Markovian decision processesOn stationary equilibria of a single-controller stochastic game




This page was built for publication: Linear Programming and Markov Decision Chains