An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces

DOI10.1287/moor.1070.0252zbMath1279.90111OpenAlexW2106014125MaRDI QIDQ5388045

Daniel Adelman, Diego Klabjan

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1070.0252

zbMATH Keywords

approximate dynamic programmingdeterministic semi-Markov decision processesinfinite/semi-infinite linear programming algorithmsridge function approximations

Mathematics Subject Classification ID

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

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