Solving POMDPs using quadratically constrained linear programs.

Christopher Amato Daniel S. Bernstein Shlomo Zilberstein

Published in: AAMAS (2006)

Keyphrases

search algorithm
linear program
interior point methods
linear programming
lagrange multipliers
semi infinite
optimal solution

primal dual
column generation
stochastic programming
interior point
simplex method
multistage stochastic
dynamic programming

mixed integer
objective function
linear programming problems
np hard
extreme points
integer program
convex functions

mixed integer linear program
nelder mead
learning algorithm
metaheuristic
computational complexity
strongly polynomial
market equilibrium