We consider discounted Markov decision processes (MDPs) with countably-infinite state spaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs are inventory management and ...

One widely studied simplex variant, based on para- metric programming, is the shadow vertex algorithm of Borgwardt. This method is known to be exponen- tial in the worst case (see Goldfarb), but under ...

YOU MIGHT not have heard of the algorithm that runs the world. Few people have, though it can determine much that goes on in our day-to-day lives: the food we have to eat, our schedule at work, ...