Name
Title | ||
|---|---|---|
Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space. |
Abstract | ||
|---|---|---|
We study infinite-horizon nonstationary Markov decision processes with discounted cost criterion, finite state space, and side constraints. This problem can equivalently be formulated as a countably infinite linear program (CILP), a linear program with countably infinite number of variables and constraints. We provide a complete algebraic characterization of extreme points of the CILP formulation and illustrate the characterization for special cases. The existence of a K-randomized optimal policy for a problem with K side constraints also follows from this characterization. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.orl.2014.03.001 | Operations Research Letters |
Keywords | Field | DocType |
Extreme point,Markov decision process,Constrained optimization,Countably infinite linear program | Extreme point,Combinatorics,Mathematical optimization,Algebraic number,Countable set,Markov decision process,Finite state,Infinite horizon,Linear programming,Mathematics,Constrained optimization | Journal |
Volume | Issue | ISSN |
42 | 3 | 0167-6377 |
Citations | PageRank | References |
0 | 0.34 | 4 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ilbin Lee | 1 | 3 | 1.44 |
| Marina A. Epelman | 2 | 209 | 18.62 |
| H. Edwin Romeijn | 3 | 769 | 83.88 |
| Robert L. Smith | 4 | 664 | 123.86 |