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

DOI10.1007/BF01432805zbMath0826.90121MaRDI QIDQ4698111

Lodewijk C. M. Kallenberg

Publication date: 23 November 1995

Published in: [https://portal.mardi4nfdi.de/entity/Q4289815 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

optimal stopping; multi-armed bandit; Markov decision models; replacement models

Mathematics Subject Classification ID

90C05: Linear programming

90C40: Markov and semi-Markov decision processes

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

Related Items

Derman's book as inspiration: some results on LP for MDPs

Cites Work

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