Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming

Diego Klabjan, Daniel Adelman. Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming. SIAM J. Control and Optimization, 44(6):2104-2122, 2006. [doi]

@article{KlabjanA06,
  title = {Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming},
  author = {Diego Klabjan and Daniel Adelman},
  year = {2006},
  doi = {10.1137/S0363012903437290},
  url = {http://dx.doi.org/10.1137/S0363012903437290},
  tags = {programming, Markov},
  researchr = {https://researchr.org/publication/KlabjanA06},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {44},
  number = {6},
  pages = {2104-2122},
}