An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces

DOI10.1287/MOOR.1070.0252MaRDI QIDQ5388045zbMATH OpenOpenAlexFDO

Authors Diego Klabjan, Daniel Adelman

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1070.0252

zbMATH Keywords

approximate dynamic programmingdeterministic semi-Markov decision processesinfinite/semi-infinite linear programming algorithmsridge function approximations

Mathematics Subject Classification ID

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

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• Linear programming formulation of long-run average optimal control problem
• Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time
• Computing near-optimal policies in generalized joint replenishment
• Optimality of quasi-open-loop policies for discounted semi-Markov decision processes
• Decomposing inventory routing problems with approximate value functions
• Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
• Finite horizon semi-Markov decision processes with application to maintenance systems
• A simplex method for countably infinite linear programs
• Reductions of non-separable approximate linear programs for network revenue management
• Performance analysis for controlled semi-Markov systems with application to maintenance

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