Symmetric approximate linear programming for factored MDPs with application to constrained problems

DOI10.1007/s10472-006-9038-xzbMath1116.90079OpenAlexW2146771148MaRDI QIDQ870814

Dmitri A. Dolgov, Edmund H. Durfee

Publication date: 15 March 2007

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10472-006-9038-x

zbMATH Keywords

Markov decision processesapproximate linear programmingconstrained Markov problemsdual LPprimal-LP formulation

Mathematics Subject Classification ID

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

Related Items (1)

Using mathematical programming to solve factored Markov decision processes with imprecise probabilities

Cites Work

• Generalized polynomial approximations in Markovian decision processes
• Adaptive control of constrained Markov chains: Criteria and policies
• Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
• Stochastic dynamic programming with factored representations
• Nonserial dynamic programming
• The Linear Programming Approach to Approximate Dynamic Programming
• On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
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