A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes
Published Online:19 Mar 2013https://doi.org/10.1287/opre.1120.1121
Supplemental Material
opre.1120.1121-sm.pdf (130 KB)
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Volume 61, Issue 2
March-April 2013
Pages iii-529
Article Information
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- Received:December 01, 2011
- Accepted:September 01, 2012
- Published Online:March 19, 2013
Copyright © 2013, INFORMS
Cite as
Archis Ghate, Robert L. Smith, (2013) A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes. Operations Research 61(2):413-425.
https://doi.org/10.1287/opre.1120.1121
Keywords
