On efficiency of linear programming applied to discounted Markovian decision problems

DOI10.1007/BF01740509zbMath0653.90088MaRDI QIDQ1108203

S. H. Smith

Publication date: 1988

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

discounted Markovian problems

Mathematics Subject Classification ID

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

Related Items

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory

Cites Work

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• The numerical exploitation of periodicity in Markov decision processes
• Finite state Markovian decision processes
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• Discrete Dynamic Programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Linear Programming Solutions for Separable Markovian Decision Problems
• Technical Note—On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes
• Tests for Suboptimal Actions in Discounted Markov Programming