Communicating MDPs: Equivalence and LP properties

Jerzy A. Filar, Todd A. Schultz

Research output: Contribution to journalArticle

16 Scopus citations

Abstract

It is shown that the communicating property of Markov Decision Processes (MDPs) is equivalent to satisfaction of sets of linear equations. A mapping between the 'multichain' and 'unichain' linear programs for undiscounted MDPs is developed by applying this equivalence. The mapping is used to prove that the simpler linear program solves communicating MDPs.

Original languageEnglish (US)
Pages (from-to)303-307
Number of pages5
JournalOperations Research Letters
Volume7
Issue number6
DOIs
StatePublished - Dec 1988

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Keywords

  • irreducible Markov chains
  • linear programming

ASJC Scopus subject areas

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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