Abstract
In this chapter we study the linear programming (LP) approach to Markov control problems. Our ultimate goal is to show how a Markov control problem can be approximated by finite linear programs.
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© 1999 Springer Science+Business Media New York
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Hernández-Lerma, O., Lasserre, J.B. (1999). The Linear Programming Approach. In: Further Topics on Discrete-Time Markov Control Processes. Applications of Mathematics, vol 42. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0561-6_6
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DOI: https://doi.org/10.1007/978-1-4612-0561-6_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6818-5
Online ISBN: 978-1-4612-0561-6
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