Average optimal stationary policies and linear programming in countable space Markov decision processes

Average optimal stationary policies in countable space Markov decision processes and optimal solutions of an associated infinite dimensional linear program are discussed. Using the theory of linear programming in abstract spaces, sufficient conditions for the existence of optimal solutions are prese...

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Bibliographic Details
Published in:IEEE Conference on Decision and Control pp. 3325 - 3327 vol.4
Main Author: Lasserre, J.B.
Format: Conference Proceeding
Language:English
Published: IEEE 1992
Subjects:
ISBN:9780780308725, 0780308727
Online Access:Get full text
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