The Linear Program approach in multi-chain Markov Decision Processes revisited
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DOI10.1007/BF01415752zbMATH Open0852.90129MaRDI QIDQ4861875FDOQ4861875
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)
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Cites Work
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- Non-negative matrices and Markov chains. 2nd ed
- Finite state Markovian decision processes
- Constrained Discounted Markov Decision Chains
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- Denumerable Constrained Markov Decision Processes and Finite Approximations
- Constrained Undiscounted Stochastic Dynamic Programming
- Optimal policies for controlled Markov chains with a constraint
- A convex analytic approach to Markov decision processes
- Linear Programming and Markov Decision Chains
- Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
- Markov Decision Problems and State-Action Frequencies
Cited In (15)
- Separable Markovian decision problems. The linear programming method in the multichain case
- On efficiency of linear programming applied to discounted Markovian decision problems
- Linear programming formulation of MDPs in countable state space: The multichain case
- Title not available (Why is that?)
- A Linearly Relaxed Approximate Linear Program for Markov Decision Processes
- Constrained cost-coupled stochastic games with independent state processes
- Linear programming formulation for non-stationary, finite-horizon Markov decision process models
- Zero-sum constrained stochastic games with independent state processes
- Switching diffusion approximations for optimal power management in parallel processing systems
- Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems
- Markov decision processes for infinite horizon problems solved with the cosine simplex method
- Linear programming formulations of Markov decision processes
- Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
- A linear programming based approach for composite-action Markov decision processes
- Optimal Call Admission Control for an IEEE 802.16 Wireless Metropolitan Area Network
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