The Linear Program approach in multi-chain Markov Decision Processes revisited
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Cites work
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 49674 (Why is no real title available?)
- 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
- 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
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- scientific article; zbMATH DE number 2189775 (Why is no real title available?)
- Zero-sum constrained stochastic games with independent state processes
- On efficiency of linear programming applied to discounted Markovian decision problems
- A Linearly Relaxed Approximate Linear Program for Markov Decision Processes
- Constrained cost-coupled stochastic games with independent state processes
- Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
- Markov decision processes for infinite horizon problems solved with the cosine simplex method
- Linear programming formulation of MDPs in countable state space: The multichain case
- A linear programming based approach for composite-action Markov decision processes
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