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Linear programming considerations on Markovian Decision Processes with no discounting

โœ Scribed by Shunji Osaki; Hisashi Mine

Publisher
Elsevier Science
Year
1969
Tongue
English
Weight
484 KB
Volume
26
Category
Article
ISSN
0022-247X

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๐Ÿ“œ SIMILAR VOLUMES

Discounted Cost Markov Decision Processe
Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation
โœ O. Hernandezlerma; D. Hernandezhernandez ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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