The LP approach in average reward MDPs with multiple cost constraints: The countable state case

DOI10.1080/02522667.1997.10699311MaRDI QIDQ4354089zbMATH OpenOpenAlexFDO

Authors Youqiang Huang, Masami Kurano

Publication date 10 September 1997

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1997.10699311

zbMATH Keywords

duality gapconstrained optimal stationary policycountable state average reward Markov decision processesmultiple cost constraints

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 4029251 (Why is no real title available?)
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• Average cost Markov decision processes: Optimality conditions
• Denumerable Constrained Markov Decision Processes and Finite Approximations
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Ergodic Control of Markov Chains with Constraints—the General Case
• Finite state Markovian decision processes
• Linear programming formulation of MDPs in countable state space: The multichain case
• Markov Decision Processes with Sample Path Constraints: The Communicating Case
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Optimal policies for controlled Markov chains with a constraint
• Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory

Cited in

(8)

• Approximate linear programming for average cost MDPs
• Linear programming formulation of MDPs in countable state space: The multichain case
• scientific article; zbMATH DE number 2189775 (Why is no real title available?)
• Average optimal stationary policies and linear programming in countable space Markov decision processes
• MF-OMO: An Optimization Formulation of Mean-Field Games
• Reformulation of the linear program for completely ergodic MDPs with average cost criteria
• The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs

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