A linear programming approach to nonstationary infinite-horizon Markov decision processes
From MaRDI portal
Publication:5301136
DOI10.1287/OPRE.1120.1121zbMATH Open1267.90168OpenAlexW2051994935MaRDI QIDQ5301136FDOQ5301136
Authors: Archis Ghate, Robert L. Smith 
Publication date: 2 July 2013
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1120.1121
Recommendations
- Linear programming formulation for non-stationary, finite-horizon Markov decision process models
- Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
- scientific article; zbMATH DE number 3885681
- Simplex algorithm for countable-state discounted Markov decision processes
Cited In (30)
- Computing non-stationary \((s, S)\) policies using mixed integer linear programming
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- Separable Markovian decision problems. The linear programming method in the multichain case
- Robust optimization in countably infinite linear programs
- Circumventing the Slater conundrum in countably infinite linear programs
- On efficiency of linear programming applied to discounted Markovian decision problems
- Duality in convex minimum cost flow problems on infinite networks and hypernetworks
- An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
- Decomposable Markov decision processes: A fluid optimization approach
- Singularly perturbed linear programs and Markov decision processes
- Nonstationary Markov decision processes with risk probability criteria
- Duality in Countably Infinite Monotropic Programs
- Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs
- A Linearly Relaxed Approximate Linear Program for Markov Decision Processes
- Simplex algorithm for countable-state discounted Markov decision processes
- Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
- Zero-sum non-stationary stochastic games with the long-run average criterion
- Linear programming formulation for non-stationary, finite-horizon Markov decision process models
- An optimal control approach to day-to-day congestion pricing for stochastic transportation networks
- Constrained Markov decision processes with uncertain costs
- A simplex method for uncapacitated pure-supply infinite network flow problems
- Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
- The policy graph decomposition of multistage stochastic programming problems
- The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
- Inverse optimization in countably infinite linear programs
- A simplex method for countably infinite linear programs
- Markov decision processes for infinite horizon problems solved with the cosine simplex method
- Policy iteration for robust nonstationary Markov decision processes
- A linear programming based approach for composite-action Markov decision processes
This page was built for publication: A linear programming approach to nonstationary infinite-horizon Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5301136)
