Linear programming approximations for Markov control processes in metric spaces

DOI10.1023/A:1005826226226zbMath0912.93068OpenAlexW3160019363MaRDI QIDQ1387656

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 30 May 1999

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1005826226226

zbMATH Keywords

linear programmingdiscrete-time Markov control processes

Mathematics Subject Classification ID

Related Items (3)

Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach ⋮ A Direct Approach to the Solution of Optimal Multiple-Stopping Problems ⋮ Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces

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