Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints

DOI10.1007/BF02591798zbMath0546.90101MaRDI QIDQ3337979

Arie Hordijk, Lodewijk C. M. Kallenberg

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

additional linear constraintsgeneralized finite Markov decision modelsuboptimality criteriatransient dynamic programmingtransient policies

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (4)

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ Maximum-Stopping-Value Policies in Finite Markov Population Decision Chains ⋮ On the reduction of total‐cost and average‐cost MDPs to discounted MDPs ⋮ Sensitivity analysis in discounted Markovian decision problems

Cites Work

• Finite state Markovian decision processes
• Linear Programming and Markov Decision Chains
• Normalized Markov Decision Chains I; Sensitive Discount Optimality
• Normalized Markov Decision Chains. II: Optimality of Nonstationary Policies
• Discrete Dynamic Programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Discrete Dynamic Programming with a Small Interest Rate
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
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