{"id":"https://openalex.org/W1989510286","doi":"https://doi.org/10.1137/100805169","title":"Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies","display_name":"Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W1989510286","doi":"https://doi.org/10.1137/100805169","mag":"1989510286"},"language":"en","primary_location":{"id":"doi:10.1137/100805169","is_oa":false,"landing_page_url":"https://doi.org/10.1137/100805169","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101505539","display_name":"Xianping Guo","orcid":"https://orcid.org/0000-0001-6954-5947"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xianping Guo","raw_affiliation_strings":["mcsgxp@mail.sysu.edu.cn and hyongh5@mail.sysu.edu.cn#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"mcsgxp@mail.sysu.edu.cn and hyongh5@mail.sysu.edu.cn#TAB#","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073593863","display_name":"Yonghui Huang","orcid":"https://orcid.org/0000-0002-5804-6920"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yonghui Huang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5056116087","display_name":"Xinyuan Song","orcid":"https://orcid.org/0000-0002-6446-3667"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xinyuan Song","raw_affiliation_strings":["xysong@sta.cuhk.edu.hk#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"xysong@sta.cuhk.edu.hk#TAB#","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.7843,"has_fulltext":false,"cited_by_count":30,"citation_normalized_percentile":{"value":0.94720855,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"50","issue":"1","first_page":"23","last_page":"47"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9715999960899353,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9635000228881836,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7885363101959229},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.7236000299453735},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.6617549061775208},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6292316913604736},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5810056924819946},{"id":"https://openalex.org/keywords/optimality-criterion","display_name":"Optimality criterion","score":0.543646514415741},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.5301053524017334},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.4862271845340729},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.460495263338089},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.42196395993232727},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3377193212509155},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1634850800037384},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.13711950182914734},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08487659692764282}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7885363101959229},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.7236000299453735},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.6617549061775208},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6292316913604736},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5810056924819946},{"id":"https://openalex.org/C2778153524","wikidata":"https://www.wikidata.org/wiki/Q4241335","display_name":"Optimality criterion","level":2,"score":0.543646514415741},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.5301053524017334},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.4862271845340729},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.460495263338089},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.42196395993232727},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3377193212509155},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1634850800037384},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.13711950182914734},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08487659692764282},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/100805169","is_oa":false,"landing_page_url":"https://doi.org/10.1137/100805169","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.7900000214576721,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W1518072521","https://openalex.org/W1529558080","https://openalex.org/W1577338488","https://openalex.org/W1970727099","https://openalex.org/W1971879416","https://openalex.org/W1975083310","https://openalex.org/W1975162409","https://openalex.org/W1980480099","https://openalex.org/W1988044028","https://openalex.org/W1991478799","https://openalex.org/W2004191028","https://openalex.org/W2006201018","https://openalex.org/W2013479759","https://openalex.org/W2017662132","https://openalex.org/W2021290840","https://openalex.org/W2026850974","https://openalex.org/W2056861955","https://openalex.org/W2061879839","https://openalex.org/W2075313566","https://openalex.org/W2086234877","https://openalex.org/W2087234248","https://openalex.org/W2092046302","https://openalex.org/W2093579761","https://openalex.org/W2098000180","https://openalex.org/W2103645088","https://openalex.org/W2112746714","https://openalex.org/W2133991852","https://openalex.org/W2152650468","https://openalex.org/W2162378322","https://openalex.org/W3101299635","https://openalex.org/W3101717792","https://openalex.org/W3160019363"],"related_works":["https://openalex.org/W4389475841","https://openalex.org/W4241327272","https://openalex.org/W2120406836","https://openalex.org/W1996214847","https://openalex.org/W2903299703","https://openalex.org/W1991078291","https://openalex.org/W4211224558","https://openalex.org/W4385342861","https://openalex.org/W1672382258","https://openalex.org/W2117282672"],"abstract_inverted_index":{"This":[0],"paper":[1],"attempts":[2],"to":[3,36,42,113,121,175],"study":[4],"the":[5,15,31,75,84,91,96,99,114,136,141,145,177],"constrained":[6,79,115,124],"average":[7,47,56],"optimality":[8,40,116],"for":[9],"continuous-time":[10],"Markov":[11],"decision":[12],"processes":[13],"in":[14,26,90],"class":[16],"of":[17,77,86,98,140,179],"randomized":[18],"history-dependent":[19],"policies.":[20],"The":[21,39],"states":[22],"and":[23,30,58,66,94,118,131,147,151,168,172],"actions":[24],"are":[25,34,51,149],"general":[27],"Polish":[28],"spaces,":[29],"transition":[32],"rates":[33],"allowed":[35],"be":[37,43,62],"unbounded.":[38],"criterion":[41],"optimized":[44],"is":[45,111,119,155],"expected":[46,55],"costs,":[48,57],"multiple":[49],"constraints":[50],"imposed":[52],"on":[53],"similar":[54],"all":[59],"costs":[60],"may":[61],"unbounded":[63],"from":[64,67],"above":[65],"below.":[68],"Under":[69],"suitable":[70,129],"conditions,":[71,132],"we":[72,104,133,162],"first":[73],"show":[74,143,152],"existence":[76],"a":[78,87,106,123,164,169],"optimal":[80,125],"policy":[81,89],"by":[82],"improving":[83],"concept":[85],"stable":[88],"previous":[92],"literature":[93],"using":[95],"analogue":[97],"forward":[100],"Kolmogorov":[101],"equation.":[102],"Then,":[103],"develop":[105],"linear":[107],"program":[108,138],"(LP),":[109],"which":[110],"equivalent":[112],"problem":[117],"used":[120],"obtain":[122],"policy.":[126],"By":[127],"introducing":[128],"operators":[130],"further":[134],"establish":[135],"dual":[137],"(DP)":[139],"LP,":[142],"that":[144,153],"LP":[146],"DP":[148],"solvable,":[150],"there":[154],"no":[156],"duality":[157],"gap":[158],"between":[159],"them.":[160],"Finally,":[161],"use":[163],"cash":[165],"flow":[166],"model":[167],"controlled":[170],"birth":[171],"death":[173],"system":[174],"illustrate":[176],"applications":[178],"our":[180],"main":[181],"results.":[182]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":4}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}