Duality theorem in Markovian decision problems

DOI10.1016/0022-247X(75)90011-6zbMath0323.90053MaRDI QIDQ1224504

Keigo Yamada

Publication date: 1975

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (5)

Recurrence conditions for Markov decision processes with Borel state space: A survey ⋮ On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ Linear programming formulation of MDPs in countable state space: The multichain case ⋮ Average cost Markov decision processes: Optimality conditions ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography

Cites Work

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• Continuous programming. I: Linear objectives
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• A Solution to a Countable System of Equations Arising in Markovian Decision Processes
• Arbitrary State Markovian Decision Processes
• Mathematical programming and the control of Markov chains†

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