Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

Author:

Dufour F.,Prieto-Rumeau T.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference20 articles.

1. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis, 3rd edn. Springer, Berlin (2006)

2. Allen, L.J.S.: An Introduction to Stochastic Processes with Applications to Biology, 2nd edn. CRC Press, Boca Raton (2011)

3. Balder, E.J.: On compactness of the space of policies in stochastic dynamic programming. Stoch. Process. Appl. 32(1), 141–150 (1989)

4. Bertsekas, D.P., Shreve, S.E.: Stochastic Optimal Control: The Discrete Time Case, Volume 139 of Mathematics in Science and Engineering. Academic Press Inc., New York (1978)

5. Borkar, V.S.: Convex analytic methods in Markov decision processes. In: Handbook of Markov Decision Processes, Volume 40 of Internat. Ser. Oper. Res. Management Sci., pp. 347–375. Kluwer Academic Publishers, Boston (2002)

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