Infinite Linear Programming and Multichain Markov Control Processes in Uncountable Spaces
DOI10.1137/S0363012995292238zbMATH Open0914.93070MaRDI QIDQ4388916FDOQ4388916
Authors: Onésimo Hernández-Lerma, Juan González-Hernández 
Publication date: 10 May 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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duality gapinfinite-dimensional linear programminginfinite linear programmingaverage cost criteriondiscrete-time Markov control processesweak closednessgeneralized Farkas theoremsubconsistency
Linear programming (90C05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
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- 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 estimates for Cesàro and Abel limits of optimal values in optimal control problems
- A dynamic analytic method for risk-aware controlled martingale problems
- Solving the drift control problem
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
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