Open access
Jul 2026
An MILP-Based Solution Scheme for Factored Markov Decision Processes
A new mathematical programming perspective on FMDPs is introduced that swaps hand-crafted machinery for off-the-shelf optimization solvers, unifies and extends existing treatments of context-specific independence, and pairs an approximate linear program with a novel cutting-plane algorithm.
Huikang Liu, W. Wiesemann, Man-Chung Yue
· Operational Research · 0 citations