Average optimal stationary policies and linear programming in countable space Markov decision processes

DOI10.1006/jmaa.1994.1143zbMath0820.90125OpenAlexW2116933821MaRDI QIDQ1329326

Jean-Bernard Lasserre

Publication date: 4 July 1994

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

Full work available at URL: https://doi.org/10.1006/jmaa.1994.1143

zbMATH Keywords

infinite-dimensional linear programaverage optimal stationary policiescountable space Markov decision processes

Mathematics Subject Classification ID

Linear programming (90C05) Programming in abstract spaces (90C48) Markov and semi-Markov decision processes (90C40)

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