Skip to Main content Skip to Navigation
Journal articles

Singularly perturbed linear programs and Markov decision processes

Abstract : Linear programming formulations for the discounted and long-run average MDPs have evolved along separate trajectories. In 2006, E. Altman conjectured that the two linear programming formulations of discounted and long-run average MDPs are, most likely, a manifestation of general properties of singularly perturbed linear programs. In this note we demonstrate that this is, indeed, the case.
Complete list of metadata

Cited literature [21 references]  Display  Hide  Download

https://hal.inria.fr/hal-01399403
Contributor : Konstantin Avrachenkov <>
Submitted on : Monday, November 21, 2016 - 2:23:19 PM
Last modification on : Thursday, September 24, 2020 - 10:22:03 AM
Long-term archiving on: : Tuesday, March 21, 2017 - 5:59:01 AM

Files

SPLPandMDP.pdf
Files produced by the author(s)

Identifiers

Collections

Citation

Konstantin Avrachenkov, Jerzy Filar, Vladimir Gaitsgory, Andrew Stillman. Singularly perturbed linear programs and Markov decision processes. Operations Research Letters, Elsevier, 2016, 44 (3), pp.297 - 301. ⟨10.1016/j.orl.2016.02.005⟩. ⟨hal-01399403⟩

Share

Metrics

Record views

308

Files downloads

291