Linear Programming and Markov Decision Chains

Cited In (45)

Communicating MDPs: Equivalence and LP properties
Pivoting algorithms for some classes of stochastic games: A survey
Separable Markovian decision problems. The linear programming method in the multichain case
Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs
Quadratic programming and the single-controller stochastic game
Positivity-hardness results on Markov decision processes
Maximum-stopping-value policies in finite Markov population decision chains
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
Linear programming and undiscounted stochastic games in which one player controls transitions
Nonlinear programming and stationary equilibria in stochastic games
Linear programming formulation of MDPs in countable state space: The multichain case
Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
Singularly perturbed linear programs and Markov decision processes
On completely mixed stochastic games
Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems
A value-iteration scheme for undiscounted multichain Markov renewal programs
MARKOV DECISION PROCESSES
A structured pattern matrix algorithm for multichain Markov decision processes
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
Variational characterizations in Markov decision processes
Linear programming formulation of long-run average optimal control problem
The stochastic shortest path problem: a polyhedral combinatorics perspective
Nonlinear programming and stationary strategies in stochastic games
Maximizing the set of recurrent states of an MDP subject to convex constraints
Generalized polynomial approximations in Markovian decision processes
Linear programming in tector criterion markov and semi-Markov decision processes
Markov branching decision chains with interest-rate-dependent rewards
MF-OMO: An Optimization Formulation of Mean-Field Games
Linear programming formulation for non-stationary, finite-horizon Markov decision process models
Derman's book as inspiration: some results on LP for MDPs
Saddle-point calculation for constrained finite Markov chains
The Completely Mixed Single-Controller Stochastic Game
On stationary equilibria of a single-controller stochastic game
Computing semi-stationary optimal policies for multichain semi-Markov decision processes
State partitioning based linear program for stochastic dynamic programs: an invariance property
Value iteration for simple stochastic games: stopping criterion and learning algorithm
The Linear Program approach in multi-chain Markov Decision Processes revisited
Linear programming and zero-sum two-person undiscounted semi-Markov games
Percentiles and Markovian decision processes
On the block upper-triangularity of undiscounted multi-chain Markov decision problems
Admission control strategies for tandem Markovian loss systems
Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
A value iteration method for undiscounted multichain Markov decision processes

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