Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications

DOI10.1007/BF01432805zbMATH Open0826.90121OpenAlexW2030238818MaRDI QIDQ4698111FDOQ4698111

Authors: Lodewijk Kallenberg 

Publication date: 23 November 1995

Published in: ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01432805

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zbMATH Keywords

multi-armed banditoptimal stoppingMarkov decision modelsreplacement models

Mathematics Subject Classification ID

Linear programming (90C05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Markov and semi-Markov decision processes (90C40)

Cites Work

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• On the Gittins index for multiarmed bandits
• Extensions of the multiarmed bandit problem: The discounted case
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• The Multi-Armed Bandit Problem: Decomposition and Computation
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Separable Markovian decision problems. The linear programming method in the multichain case
• A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
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• Linear Programming Solutions for Separable Markovian Decision Problems
• Separable Markovian Decision Problems
• Myopic Solutions of Markov Decision Processes and Stochastic Games

Cited In (3)

• An application of Lemke's method to a class of Markov decision problems
• Derman's book as inspiration: some results on LP for MDPs
• Title not available (Why is that?)

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