Linear Programming Solutions for Separable Markovian Decision Problems
From MaRDI portal
Publication:5602034
DOI10.1287/mnsc.13.5.371zbMath0203.22001OpenAlexW2126014539MaRDI QIDQ5602034
Gary D. Eppen, Guy de Ghellinck
Publication date: 1967
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.13.5.371
Related Items
Implementation and analysis of alternative algorithms for generalized shortest path problems, On efficiency of linear programming applied to discounted Markovian decision problems, On using discrete random models within decision support systems, Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory, Derman's book as inspiration: some results on LP for MDPs, JOINT OPTIMIZATION OF TRANSITION RULES AND THE PREMIUM SCALE IN A BONUS-MALUS SYSTEM, Separable Markovian decision problems. The linear programming method in the multichain case, A set of successive approximation methods for discounted Markovian decision problems, Finite horizon approximations of infinite horizon linear programs, Solving stochastic dynamic programming problems by linear programming — An annotated bibliography, Optimality in transient markov chains and linear programming, Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications, Linear programming considerations on Markovian decision processes with no discounting, On direct sums of Markovian decision process, On the block upper-triangularity of undiscounted multi-chain Markov decision problems