5 citations · 5 across the 1 of their papers we have counts for
2 papers
math.OC2020
LP Based Upper and Lower Bounds for Cesàro and Abel Limits of the Optimal Values in Problems of Control of Stochastic Discrete Time Systems
Konstantin Avrachenkov, Vladimir Gaitsgory, Lucas Gamertsfelder
In this paper, we study asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time disc…
math.OC2016★ 5 cited
Singularly perturbed linear programs and Markov decision processes
Konstantin Avrachenkov, Jerzy Filar, Vladimir Gaitsgory +1
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 programmin…