An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
From MaRDI portal
Publication:5388045
DOI10.1287/moor.1070.0252zbMath1279.90111MaRDI QIDQ5388045
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
approximate dynamic programming; deterministic semi-Markov decision processes; infinite/semi-infinite linear programming algorithms; ridge function approximations
Related Items
A Simplex Method for Countably Infinite Linear Programs, Reductions of non-separable approximate linear programs for network revenue management, Finite horizon semi-Markov decision processes with application to maintenance systems, Performance analysis for controlled semi-Markov systems with application to maintenance, Recent contributions to linear semi-infinite optimization, Recent contributions to linear semi-infinite optimization: an update, On packing and covering polyhedra in infinite dimensions, Comments on: Stability in linear optimization and related topics. A personal tour, Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs, Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time, 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
