The Linear Programming Approach

  • Onésimo Hernández-Lerma
  • Jean Bernard Lasserre
Part of the Applications of Mathematics book series (SMAP, volume 42)


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.


Weak Topology Dual Pair Strong Duality Transition Kernel Linear Program Approach 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Onésimo Hernández-Lerma
    • 1
  • Jean Bernard Lasserre
    • 2
  1. 1.Departamento de MatemáticasCINVESTAV-IPNMexico DFMexico
  2. 2.LAAS-CNRSToulouse CedexFrance

Personalised recommendations