On Linear Programming in a Markov Decision Problem
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Publication:5585886
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(33)- On the block upper-triangularity of undiscounted multi-chain Markov decision problems
- Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems
- Communicating MDPs: Equivalence and LP properties
- Optimization of file migration policies in distributed computer systems
- Optimal choice of reward levels in an organization
- Optimal harvesting strategies for stochastic single-species, multiage class models
- Dynamic programming and principles of optimality
- Mean-variance criteria in an undiscounted Markov decision process
- Weak conditions for average optimality in Markov control processes
- Computational aspects in applied stochastic control
- Perturbation of null spaces with application to the eigenvalue problem and generalized inverses
- Numerical comparison of controls and verification of optimality for stochastic control problems
- A note on maximal mean/standard deviation ratio in an undiscounted MDP
- State partitioning based linear program for stochastic dynamic programs: an invariance property
- The stochastic shortest path problem: a polyhedral combinatorics perspective
- Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs
- A new optimality criterion for discrete dynamic programming
- Generalized Markovian decision processes
- MARKOV DECISION PROCESSES
- Derman's book as inspiration: some results on LP for MDPs
- Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Linear programming formulation of MDPs in countable state space: The multichain case
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
- Maximum-stopping-value policies in finite Markov population decision chains
- Optimal switching on and off the entire service capacity of a parallel queue
- MF-OMO: An Optimization Formulation of Mean-Field Games
- Maintenance optimization in a digital twin for industry 4.0
- Flexible risk aware sequential decision making
- Efficient global planning in large MDPs via stochastic primal-dual optimization
- Bounds on distances between eigenvalues
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
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