Revised simplex algorithm for finite Markov decision processes

DOI10.1007/BF00940589zbMath0797.90111OpenAlexW2071705304MaRDI QIDQ1321424

V. Pereyra

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940589

zbMATH Keywords

revised simplex algorithmfinite Markov decision processes

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Markov decision processes for infinite horizon problems solved with the cosine simplex method

Cites Work

• Stochastic optimal control. The discrete time case
• Probability limit theorems and the convergence of finite difference approximations of partial differential equations
• Finite state Markovian decision processes
• Singular Stochastic Control Problems Solved by a Sparse Simplex Method
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