Approximate linear programming for networks: Average cost bounds.
Michael H. VeatchPublished in: Comput. Oper. Res. (2015)
Keyphrases
- average cost
- linear programming
- linear program
- finite horizon
- markov decision processes
- markov decision chains
- approximate dynamic programming
- long run
- inventory models
- quadratic programming
- finite state
- dynamic programming
- column generation
- finite number
- optimal policy
- infinite horizon
- np hard
- optimal solution
- social networks
- primal dual
- control policy
- integer programming
- multistage
- initial state
- lower bound
- optimal control
- network structure
- upper bound
- policy iteration
- cost function
- markov decision problems
- objective function
- total cost
- probability distribution
- reinforcement learning
- action sets
- real time