Linear Programming solvers for Markov Decision Processes

Diego Bello, German Riano
2006 2006 IEEE Systems and Information Engineering Design Symposium  
This paper describes linear programming solvers for Markov Decision Processes, as an extension to the JMDP program. JMDP is an object-oriented framework to model and solve Markov Decision Processes (MDP) programmed in Java. The developed solvers work for the Discounted Cost and Average Cost criteria. Our solvers are compared with existing Value Iteration and Policy Iteration solvers.
doi:10.1109/sieds.2006.278719 fatcat:xf67ocpfm5b5zetyvxfrweb4dm