Linear programming algorithms for semi-Markovian decision processes

DOI10.1016/0022-247X(68)90178-9zbMath0182.53203MaRDI QIDQ2535130

Shunji Osaki, Hisashi Mine

Publication date: 1968

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

zbMATH Keywords

operations research

Related Items (16)

Block-scaling of value-iteration for discounted Markov renewal programming ⋮ Replacement process decomposition for discounted Markov renewal programming ⋮ Solving Markovian decision processes by successive elimination of variables ⋮ Generalized Markovian decision processes ⋮ Computing semi-stationary optimal policies for multichain semi-Markov decision processes ⋮ Optimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead times ⋮ MF-OMO: An Optimization Formulation of Mean-Field Games ⋮ Optimal control of semi-Markov processes with a backward stochastic differential equations approach ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Dynamic programming of expectation and variance ⋮ Some remarks on a Markovian decision problem with an absorbing state ⋮ Linear programming considerations on Markovian decision processes with no discounting ⋮ On the optimal long run control of Markov renewal processes ⋮ Iterative solution of the functional equations of undiscounted Markov renewal programming ⋮ Computation of optimal policies in discounted semi-Markov decision chains ⋮ Generalized polynomial approximations in Markovian decision processes

Cites Work

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• Linear Programming and Sequential Decisions
• On Sequential Decisions and Markov Chains
• A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity
• Regenerative stochastic processes
• Finite Continuous Time Markov Chains
• Linear Programming in a Markov Chain
• Discrete Dynamic Programming
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties

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