TY - JOUR
T1 - Singularly perturbed linear programs and Markov decision processes
AU - Avrachenkov, Konstantin
AU - Filar, Jerzy A.
AU - Gaitsgory, Vladimir
AU - Stillman, Andrew
PY - 2016/5/1
Y1 - 2016/5/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84959360195&partnerID=8YFLogxK
UR - http://purl.org/au-research/grants/arc/DP120100532
UR - http://purl.org/au-research/grants/arc/DP150100618
UR - http://purl.org/au-research/grants/arc/DP130104432
U2 - 10.1016/j.orl.2016.02.005
DO - 10.1016/j.orl.2016.02.005
M3 - Article
AN - SCOPUS:84959360195
VL - 44
SP - 297
EP - 301
JO - Operations Research Letters
JF - Operations Research Letters
SN - 0167-6377
IS - 3
ER -