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

DOI10.1007/BF01415752zbMath0852.90129MaRDI QIDQ4861875

Flora M. Spieksma, Eitan Altman

Publication date: 9 December 1996

Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

average cost criteriondeviation measurestate-action frequenciesLagrange approachmulti-chain Markov decision processesmulti-constrained Markov decision process

Mathematics Subject Classification ID

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

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