Name
Abstract | ||
|---|---|---|
Linear programming formulations for the discounted and long-run average MDPs have evolved along separate trajectories. In 2006, E. Altman conjectured that the two linear programming formulations of discounted and long-run average MDPs are, most likely, a manifestation of general properties of singularly perturbed linear programs. In this note we demonstrate that this is, indeed, the case. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.orl.2016.02.005 | Operations Research Letters |
Keywords | Field | DocType |
Markov Decision Processes (MDPs),Discounted MDPs,Long-run average MDPs,Singularly perturbed linear programs,Limiting linear program | Mathematical optimization,Markov decision process,Linear programming,Mathematics | Journal |
Volume | Issue | ISSN |
44 | 3 | 0167-6377 |
Citations | PageRank | References |
0 | 0.34 | 5 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Konstantin Avrachenkov | 1 | 1250 | 126.17 |
| Jerzy A. Filar | 2 | 120 | 23.36 |
| Vladimir Gaitsgory | 3 | 75 | 12.86 |
| Andrew Stillman | 4 | 0 | 0.34 |