Extreme Occupation Measures in Markov Decision Processes with an Absorbing State

DOI10.1137/23m1572398arXiv2307.03158WikidataQ130128219 ScholiaQ130128219MaRDI QIDQ6180250

Yi Zhang, Aleksey B. Piunovskiy

Publication date: 19 January 2024

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.03158

zbMATH Keywords

mixtureextreme pointoccupation measuremathematical programmingMarkov decision processtotal cost

Mathematics Subject Classification ID

Convex programming (90C25) Markov and semi-Markov decision processes (90C40)

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