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

DOI10.1007/BF01432805MaRDI QIDQ4698111zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Markov decision modelsmulti-armed banditoptimal stoppingreplacement models

Mathematics Subject Classification ID

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

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Cites work

• A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
• Extensions of the multiarmed bandit problem: The discounted case
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
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• scientific article; zbMATH DE number 3638998 (Why is no real title available?)
• scientific article; zbMATH DE number 3277112 (Why is no real title available?)
• Linear Programming for Finite State Multi-Armed Bandit Problems
• Linear Programming Solutions for Separable Markovian Decision Problems
• Myopic Solutions of Markov Decision Processes and Stochastic Games
• On the Gittins index for multiarmed bandits
• Separable Markovian Decision Problems
• Separable Markovian decision problems. The linear programming method in the multichain case
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• The Multi-Armed Bandit Problem: Decomposition and Computation

Cited in

(4)

• An application of Lemke's method to a class of Markov decision problems
• scientific article; zbMATH DE number 3885681 (Why is no real title available?)
• Derman's book as inspiration: some results on LP for MDPs
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory

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