Linear programming formulations of Markov decision processes

DOI10.1016/0167-6377(86)90094-5zbMath0592.90094OpenAlexW1984249696MaRDI QIDQ1075957

R. B. Kulkarni, John Lawrence Nazareth

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0167-6377(86)90094-5

zbMATH Keywords

average expected costdiscounted total expected cost

Mathematics Subject Classification ID

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

Related Items (2)

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ The D_LP decision support system and its extension to stochastic programming^∗

Cites Work

• Linear Programming and Sequential Decisions
• A Land Management Model Using Dantzig-Wolfe Decomposition
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