Linear Programming and Markov Decision Chains
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Publication:3854945
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(45)- Communicating MDPs: Equivalence and LP properties
- Separable Markovian decision problems. The linear programming method in the multichain case
- Pivoting algorithms for some classes of stochastic games: A survey
- 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
- Nonlinear programming and stationary equilibria in stochastic games
- Linear programming and undiscounted stochastic games in which one player controls transitions
- Singularly perturbed linear programs and Markov decision processes
- 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
- 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
- A structured pattern matrix algorithm for multichain Markov decision processes
- 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
- Maximizing the set of recurrent states of an MDP subject to convex constraints
- Nonlinear programming and stationary strategies in stochastic games
- 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
- Linear programming formulation for non-stationary, finite-horizon Markov decision process models
- MF-OMO: An Optimization Formulation of Mean-Field Games
- Derman's book as inspiration: some results on LP for MDPs
- Saddle-point calculation for constrained finite Markov chains
- Computing semi-stationary optimal policies for multichain semi-Markov decision processes
- The Completely Mixed Single-Controller Stochastic Game
- On stationary equilibria of a single-controller stochastic game
- 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
- Percentiles and Markovian decision processes
- On the block upper-triangularity of undiscounted multi-chain Markov decision problems
- Linear programming and zero-sum two-person undiscounted semi-Markov games
- Admission control strategies for tandem Markovian loss systems
- Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
- A value iteration method for undiscounted multichain Markov decision processes
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