Simplex Algorithm for Countable-State Discounted Markov Decision Processes

DOI10.1287/opre.2017.1598zbMath1372.90113OpenAlexW133224232MaRDI QIDQ5360841

Robert L. Smith, H. Edwin Romeijn, Marina A. Epelman, Ilbin Lee

Publication date: 26 September 2017

Full work available at URL: http://hdl.handle.net/2027.42/109413

zbMATH Keywords

dynamic programmingsimplex algorithminfinite linear programs

Mathematics Subject Classification ID

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

Related Items (7)

Robust optimization in countably infinite linear programs ⋮ A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems ⋮ Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes ⋮ Duality in Countably Infinite Monotropic Programs ⋮ Policy iteration for robust nonstationary Markov decision processes ⋮ Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs ⋮ A Simplex Method for Countably Infinite Linear Programs

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