Separable Markovian decision problems. The linear programming method in the multichain case

DOI10.1007/BF01783501MaRDI QIDQ1190392zbMATH OpenOpenAlexFDO

Authors Lodewijk Kallenberg

Publication date 26 September 1992

Published in OR Spektrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01783501

zbMATH Keywords

separable Markovian decision problems

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3793773 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Finite state Markovian decision processes
• Linear Programming Solutions for Separable Markovian Decision Problems
• Linear Programming and Markov Decision Chains
• Linear programming and sequential decisions
• Myopic Solutions of Markov Decision Processes and Stochastic Games
• Separable Markovian Decision Problems

Cited in

(5)

• Linear programming formulation of MDPs in countable state space: The multichain case
• Derman's book as inspiration: some results on LP for MDPs
• Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems
• Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach

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