An application of Lemke's method to a class of Markov decision problems

DOI10.1016/S0377-2217(98)00041-1zbMath1009.90124MaRDI QIDQ1610179

Nobuo Matsubayashi, Hisakazu Nishino

Publication date: 18 August 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

linear complementarity problemmathematical programmingMarkov decision problemsolvability by Lemke's method

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Special processes (60K99) Markov and semi-Markov decision processes (90C40)

Related Items

Optimal filter rules for selling stocks in the emerging stock markets, Copositive optimization -- recent developments and applications, Detecting copositivity of a symmetric matrix by an adaptive ellipsoid-based approximation scheme

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Analysis of Stochastic Shortest Path Problems
• OPTIMAL STOPPING PROBLEM WITH SEVERAL SEARCH AREAS
• Dynamic Shortest Paths in Acyclic Networks with Markovian Arc Costs