On the block upper-triangularity of undiscounted multi-chain Markov decision problems

DOI10.1016/0167-6377(83)90021-4zbMath0521.90102OpenAlexW2091491914MaRDI QIDQ1055696

Norihiro Mizuno

Publication date: 1983

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(83)90021-4

zbMATH Keywords

optimal solutionlinear programming algorithmblock upper-triangular formchain number reductionfinite statepolynomial-in-time transformationsingle-chain Markov decision problemundiscounted multi-chain Markov decision problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Linear programming with multiple choice constraints for single chain undiscounted Markov decision problems

Cites Work

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• Finite state Markovian decision processes
• Linear Programming and Sequential Decisions
• Linear Programming and Markov Decision Chains
• On Linear Programming in a Markov Decision Problem
• Linear Programming Solutions for Separable Markovian Decision Problems
• Separable Markovian Decision Problems

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