The Linear Program approach in multi-chain Markov Decision Processes revisited

DOI10.1007/BF01415752MaRDI QIDQ4861875zbMATH OpenFDO

Authors Eitan Altman, F. M. Spieksma

Publication date 9 December 1996

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

Full work available at URL https://doi.org/10.1007/BF01415752

zbMATH Keywords

average cost criteriondeviation measureLagrange approachmulti-chain Markov decision processesmulti-constrained Markov decision processstate-action frequencies

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

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Cites work

• A convex analytic approach to Markov decision processes
• Constrained Discounted Markov Decision Chains
• Constrained Undiscounted Stochastic Dynamic Programming
• Denumerable Constrained Markov Decision Processes and Finite Approximations
• Finite state Markovian decision processes
• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• Linear Programming and Markov Decision Chains
• Markov Decision Problems and State-Action Frequencies
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Non-negative matrices and Markov chains. 2nd ed
• Optimal policies for controlled Markov chains with a constraint

Cited in

(15)

• Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems
• Linear programming formulations of Markov decision processes
• On efficiency of linear programming applied to discounted Markovian decision problems
• Separable Markovian decision problems. The linear programming method in the multichain case
• Linear programming formulation for non-stationary, finite-horizon Markov decision process models
• Markov decision processes for infinite horizon problems solved with the cosine simplex method
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Optimal Call Admission Control for an IEEE 802.16 Wireless Metropolitan Area Network
• Linear programming formulation of MDPs in countable state space: The multichain case
• A Linearly Relaxed Approximate Linear Program for Markov Decision Processes
• Switching diffusion approximations for optimal power management in parallel processing systems
• A linear programming based approach for composite-action Markov decision processes
• scientific article; zbMATH DE number 2189775 (Why is no real title available?)
• Zero-sum constrained stochastic games with independent state processes
• Constrained cost-coupled stochastic games with independent state processes

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