Discounted cost Markov decision processes on Borel spaces: The linear programming formulation

DOI10.1006/jmaa.1994.1147zbMath0820.90124OpenAlexW2060691993MaRDI QIDQ1329330

Onésimo Hernández-Lerma, Daniel Hernández-Hernández

Publication date: 26 September 1995

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

Full work available at URL: https://doi.org/10.1006/jmaa.1994.1147

zbMATH Keywords

strong dualityBorel state and action spacesabsence of a duality gapdiscussed cost criterionstochastic dynamic programs

Mathematics Subject Classification ID

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

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Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spaces ⋮ Markov decision processes with state-dependent discount factors and unbounded rewards/costs ⋮ A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems ⋮ Solving the drift control problem ⋮ Constrained markov decision processes with compact state and action spaces: the average case

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