Reformulation of the linear program for completely ergodic MDPs with average cost criteria

DOI10.1007/s11590-017-1111-3zbMath1382.90114OpenAlexW2586055711MaRDI QIDQ1676496

Vahid Hashemi

Publication date: 9 November 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-017-1111-3

zbMATH Keywords

Markov decision processesflow networksnetwork simplex algorithmstrong polynomial timepre-Leontiefundiscounted

Mathematics Subject Classification ID

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

Uses Software

• PRISM
• iscasMc

Cites Work

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• DYNAMIC PROGRAMMING AND LAGRANGE MULTIPLIERS
• The Efficiency of the Simplex Method: A Survey
• A Strongly Polynomial Algorithm for a Special Class of Linear Programs
• A Polynomial Combinatorial Algorithm for Generalized Minimum Cost Flow
• A New Complexity Result on Solving the Markov Decision Problem
• Creating advanced bases for large scale linear programs exploiting embedded network structure

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