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

DOI10.1007/BF01783501zbMath0761.90099OpenAlexW368420302MaRDI QIDQ1190392

Lodewijk C. M. 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)

Related Items (2)

Derman's book as inspiration: some results on LP for MDPs ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications

Cites Work

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• Finite state Markovian decision processes
• Linear Programming and Sequential Decisions
• Linear Programming and Markov Decision Chains
• Myopic Solutions of Markov Decision Processes and Stochastic Games
• Linear Programming Solutions for Separable Markovian Decision Problems
• Separable Markovian Decision Problems

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