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The Linear Programming Approach

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

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.

Keywords

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.

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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

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