Approximate Linear Programming for Average Cost MDPs.
Michael H. VeatchPublished in: Math. Oper. Res. (2013)
Keyphrases
- average cost
- linear programming
- linear program
- approximate dynamic programming
- markov decision processes
- finite horizon
- factored mdps
- markov decision chains
- dynamic programming
- optimal policy
- np hard
- finite number
- inventory models
- markov decision problems
- initial state
- finite state
- optimal solution
- objective function
- integer programming
- long run
- optimal control
- control policy
- holding cost
- multistage
- markov decision process
- lower bound
- data mining
- total cost