Solving POMDPs Using Quadratically Constrained Linear Programs.
Christopher AmatoDaniel S. BernsteinShlomo ZilbersteinPublished in: IJCAI (2007)
Keyphrases
- linear program
- interior point methods
- linear programming
- lagrange multipliers
- semi infinite
- primal dual
- optimal solution
- simplex method
- stochastic programming
- column generation
- integer program
- objective function
- multistage stochastic
- mixed integer
- linear programming problems
- nelder mead
- dynamic programming
- np hard
- linear inequalities
- extreme points
- interior point
- mixed integer linear program
- special case
- market equilibrium