Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
Ilbin Lee; Marina A. Epelman; H. Edwin Romeijn; Robert L. Smith
| Year of publication: |
2014
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|---|---|
| Authors: | Lee, Ilbin ; Epelman, Marina A. ; Romeijn, H. Edwin ; Smith, Robert L. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 42.2014, 3, p. 238-245
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| Subject: | Extreme point | Markov decision process | Constrained optimization | Countably infinite linear program | Markov-Kette | Markov chain | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010383182