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Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes

✍ Scribed by Dufour, François; Prieto-Rumeau, Tomás

Book ID
120628024
Publisher
Society for Industrial and Applied Mathematics
Year
2013
Tongue
English
Weight
366 KB
Volume
51
Category
Article
ISSN
0363-0129

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📜 SIMILAR VOLUMES

Discounted Cost Markov Decision Processe
Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation
✍ O. Hernandezlerma; D. Hernandezhernandez 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 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