Solving stochastic dynamic programming problems by linear programming

DOI10.1007/BF01917643zbMath0374.90082OpenAlexW2059493235MaRDI QIDQ4152066

Publication date: 1978

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01917643

zbMATH Keywords

Bibliography

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items (3)

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ Linear programming formulation of MDPs in countable state space: The multichain case ⋮ Sensitivity of constrained Markov decision processes

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Dynamic programming and duality in linear programming
Duality theorem in Markovian decision problems
The optimization of K-effect models by linear and dynamic programming
A duality theory for abstract mathematical programs with applications to optimal control theory
Some remarks on a Markovian decision problem with an absorbing state
Linear programming considerations on Markovian decision processes with no discounting
Linear programming algorithms for semi-Markovian decision processes
On direct sums of Markovian decision process
Continuous programming. I: Linear objectives
Duality in continuous linear programming
Linear programs in topological vector spaces
Finite state Markovian decision processes
Lineare Optimierung in halbgeordneten Vektorräumen
On the Optimality of Pure Strategies
Linear Programming and Sequential Decisions
On Sequential Decisions and Markov Chains
Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory
A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity
Programmes in Paired Spaces
Fixed-cost transportation problems
An iterative procedure for nondiscounted discrete-time markov decisions
Discounted semi-Markov decision processes: linear programming and policy iteration
A Generalized Discrete Dynamic Programming Model
Solution of Linear Integer programming Problems by Dynamic Programming
Linear Programming in a Markov Chain
Markov-Renewal Programming. I: Formulation, Finite Return Models
An Infinite Linear Program with a Duality Gap
Discounted Dynamic Programming
Some Remarks on Finite Horizon Markovian Decision Models
Markovian Decision Models for the Evaluation of a Large Class of Continuous Sampling Inspection Plans
On Representations of Semi-Infinite Programs which Have No Duality Gaps
Denumerable State Markovian Decision Processes-Average Cost Criterion
Negative Dynamic Programming
[https://portal.mardi4nfdi.de/wiki/Publication:5525791 Optimierungsaufgaben in topologischen Vektorr�umen I: Dualit�tstheorie]
Optimale Tests und ungünstigste Verteilungen
Markov Renewal Programming by Linear Fractional Programming
Non-Discounted Denumerable Markovian Decision Models
Bayes Markovian Decision Models for a Multiperiod Reject Allowance Problem
Primal- und Dual-Algorithmen zur Optimierung von Markov-Prozessen
Arbitrary State Markovian Decision Processes
On Linear Programming in a Markov Decision Problem
Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem
Multichain Markov Renewal Programs
Linear Programming Solutions for Separable Markovian Decision Problems
Linear programming and continuous markovian decision problems
Duality in Markov Decision Problems with Countable Action and State Spaces
Linear Programming in Reflexive Spaces
Sequential Control of Homogeneous Activities—Linear Programming of Semi-Markovian Decisions
Selective Control of Independent Activities: Linear Programming of Markovian Decisions
On Group Sequential Sampling
Constrained Markov Decision Chains
Separable Markovian Decision Problems
A Linear Programming Problem Connected with Optimal Stationary Control in a Dynamic Decision Problem
Zur Dualitätstheorie bei linearen Optimierungsproblemen in halbgeordneten Vektorräumen

This page was built for publication: Solving stochastic dynamic programming problems by linear programming — An annotated bibliography