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Linear programming formulations of Markov decision processes

โœ Scribed by J.L. Nazareth; R.B. Kulkarni


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
278 KB
Volume
5
Category
Article
ISSN
0167-6377

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๐Ÿ“œ SIMILAR VOLUMES


Discounted Cost Markov Decision Processe
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