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
โฆ LIBER โฆ
The Linear Program approach in multi-chain Markov Decision Processes revisited
โ Scribed by Eitan Altman; Flos Spieksma
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 807 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0340-9422
No coin nor oath required. For personal study only.
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