Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes
Langue
en
Article de revue
Ce document a été publié dans
Applied Mathematics and Optimization. 2016, vol. 74, n° 1, p. 27 - 51
Springer Verlag (Germany)
Résumé en anglais
We consider a discrete-time constrained discounted Markov decision process (MDP) with Borel state and action spaces, compact action sets, and lower semi-continuous cost functions. We introduce a set of hypotheses related ...Lire la suite >
Mots clés en anglais
Constrained problems
Linear programming formulation
Markov decision processes