𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Discounted semi-Markov decision processes: linear programming and policy iteration

✍ Scribed by J. Wessels; J. A. E. E. van Nunen

Book ID
115224620
Publisher
John Wiley and Sons
Year
1975
Tongue
English
Weight
240 KB
Volume
29
Category
Article
ISSN
0039-0402

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Discounted Cost Markov Decision Processe
Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation
✍ O. Hernandezlerma; D. Hernandezhernandez πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 557 KB

This paper is concerned with the linear programming formulation of Markov decision processes (or stochastic dynamic programs) with Borel state and action spaces and the discounted cost criterion. The one-stage cost function may be unbounded. A linear program and its dual are introduced, for which is