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1 MAESTRO - Models for the performance analysis and the control of networks CRISAM - Inria Sophia Antipolis - Méditerranée 2 Flinders University 3 Macquarie University

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.

Keywords : Markov Decision Processes MDPs Discounted MDPs Long-run average MDPs Singularly Perturbed Linear Programs Limiting Linear Program





Autor: Konstantin Avrachenkov - Jerzy Filar - Vladimir Gaitsgory - Andrew Stillman -

Fuente: https://hal.archives-ouvertes.fr/



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