scientific article; zbMATH DE number 3793773
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Publication:4739658
algorithmsaverage returnbias optimalitycontracting dynamic programming problemequivalent linear programming formulationsexistence of optimal policiesexpected discounted returnpolicy eliminationsemi-Markov decision processesstationary Markov deterministic rulesstochastic matricestotal returntransient dynamic programming problemtransient policytwo-person zero-sum Markov gamesvarious performance measures
Cited in
(68)- Resource-constrained management of heterogeneous assets with stochastic deterioration
- Percentiles and Markovian decision processes
- Sensitivity analysis in discounted Markovian decision problems
- Optimal policies for controlled Markov chains with a constraint
- Bilinear programming and structured stochastic games
- Fixed point theorems for discounted finite Markov decision processes
- Quadratic programming and the single-controller stochastic game
- Communicating MDPs: Equivalence and LP properties
- Adaptive control of constrained Markov chains: Criteria and policies
- Singulary perturbed Markov control problem: Limiting average cost
- Sensitivity of constrained Markov decision processes
- Separable Markovian decision problems. The linear programming method in the multichain case
- Computational approaches to variance-penalised Markov decision processes
- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty
- Mean-variance criteria in an undiscounted Markov decision process
- Revised simplex algorithm for finite Markov decision processes
- On the complexity of partially observed Markov decision processes
- A decomposition algorithm for limiting average Markov decision problems.
- Constrained denumerable state non-stationary MDPs with expected total reward criterion
- Multiple objective nonatomic Markov decision processes with total reward criteria
- Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
- Singularly perturbed linear programs and Markov decision processes
- Weighted discounted Markov decision processes with perturbation
- Infinite horizon Markov decision processes with unknown or variable discount factors
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review
- Vector-valued Markov decision processes and the systems of linear inequalities
- Locating flow-intercepting facilities: New approaches and results
- Constrained discounted stochastic games
- Dynamic multi-appointment patient scheduling for radiation therapy
- Constrained discounted Markov decision processes with Borel state spaces
- Finding the \(K\) best policies in a finite-horizon Markov decision process
- Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems
- On constrained Markov decision processes
- Two-person zero-sum stochastic games
- On some algorithms for limiting average Markov decision processes
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Constrained Discounted Markov Decision Chains
- Semi-Infinite Weighted Markov Decision Processes
- On stationary equilibria of a single-controller stochastic game
- Finite state dynamic programming with the total reward criterion
- Nonlinear programming and stationary strategies in stochastic games
- Derman's book as inspiration: some results on LP for MDPs
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- Constrained Semi-Markov decision processes with average rewards
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Linear programming formulation of MDPs in countable state space: The multichain case
- An exact iterative search algorithm for constrained Markov decision processes
- A superharmonic approach to solving infinite horizon partially observable Markov decision problems
- Constrained Continuous-Time Markov Control Processes with Discounted Criteria
- Utilisation de la programmation dynamique dans la modélisation de la pêcherie de la sardine au Maroc
- Stability estimation of transient Markov decision processes
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- Hamiltonian cycles and subsets of discounted occupational measures
- A convex analytic approach to risk-aware Markov decision processes
- Asymptotic properties of constrained Markov Decision Processes
- Regular policies in abstract dynamic programming
- Markov decision processes
- On using discrete random models within decision support systems
- Exact decomposition approaches for Markov decision processes: a survey
- An anytime algorithm for constrained stochastic shortest path problems with deterministic policies
- A dynamic analytic method for risk-aware controlled martingale problems
- Approximate solutions to constrained risk-sensitive Markov decision processes
- Optimal deterministic controller synthesis from steady-state distributions
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
- Playing Against Fair Adversaries in Stochastic Games with Total Rewards
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
- Symmetric approximate linear programming for factored MDPs with application to constrained problems
- Partitioning multi-edge graphs
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