A Primal-Dual Approach to Constrained Markov Decision Processes with Applications to Queue Scheduling and Inventory Management

• Yi Chen

  Yi Chen

  [email protected]

  Department of Industrial Engineering and Decision Analytics, Hong Kong University of Science and Technology, Hong Kong

  Search for more papers by this author

  ,
• Jing Dong

  Corresponding Author

  Jing Dong

  [email protected]

  https://orcid.org/0000-0001-6387-4088

  Graduate School of Business, Columbia University, New York, New York 10027

  Search for more papers by this author

  ,
• Zhaoran Wang

  Zhaoran Wang

  [email protected]

  https://orcid.org/0000-0002-1824-2580

  Department of Industrial Engineering & Management Sciences, Northwestern University, Evanston, Illinois 60208

  Search for more papers by this author

  ,
• Chuheng Zhang

  Chuheng Zhang

  [email protected]

  Microsoft Research, Beijing, China

  Search for more papers by this author