Solving stochastic dynamic programming problems by linear programming — An annotated bibliography (Q4152066): Difference between revisions

Latest revision as of 11:14, 30 July 2024

scientific article; zbMATH DE number 3583621

Language	Label	Description	Also known as
English	Solving stochastic dynamic programming problems by linear programming — An annotated bibliography	scientific article; zbMATH DE number 3583621

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instance of

scholarly article

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title

Solving stochastic dynamic programming problems by linear programming — An annotated bibliography (English)

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zbMATH Open document ID

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Zeitschrift für Operations Research

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publication date

1978

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Mathematics Subject Classification ID

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Bibliography

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author

Wolf-Rüdiger Heilmann

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MaRDI profile type

MaRDI publication profile

0 references

cites work

Fixed-cost transportation problems

0 references

Q3241581

0 references

Q3245701

0 references

Discounted Dynamic Programming

0 references

A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity

0 references

Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory

0 references

On Representations of Semi-Infinite Programs which Have No Duality Gaps

0 references

Separable Markovian Decision Problems

0 references

On Linear Programming in a Markov Decision Problem

0 references

Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem

0 references

Multichain Markov Renewal Programs

0 references

On Sequential Decisions and Markov Chains

0 references

Denumerable State Markovian Decision Processes-Average Cost Criterion

0 references

Finite state Markovian decision processes

0 references

Some Remarks on Finite Horizon Markovian Decision Models

0 references

Constrained Markov Decision Chains

0 references

Optimierungsaufgaben in topologischen Vektorr�umen I: Dualit�tstheorie

0 references

An Infinite Linear Program with a Duality Gap

0 references

On Group Sequential Sampling

0 references

Duality in Markov Decision Problems with Countable Action and State Spaces

0 references

Markov Renewal Programming by Linear Fractional Programming

0 references

Q3270185

0 references

Linear Programming Solutions for Separable Markovian Decision Problems

0 references

Continuous programming. I: Linear objectives

0 references

A Generalized Discrete Dynamic Programming Model

0 references

Q5569992

0 references

Q4062961

0 references

Sequential Control of Homogeneous Activities—Linear Programming of Semi-Markovian Decisions

0 references

Selective Control of Independent Activities: Linear Programming of Markovian Decisions

0 references

Q4771778

0 references

Q3266141

0 references

Q4097089

0 references

Markov-Renewal Programming. I: Formulation, Finite Return Models

0 references

Linear Programming in Reflexive Spaces

0 references

An iterative procedure for nondiscounted discrete-time markov decisions

0 references

Solution of Linear Integer programming Problems by Dynamic Programming

0 references

Lineare Optimierung in halbgeordneten Vektorräumen

0 references

Zur Dualitätstheorie bei linearen Optimierungsproblemen in halbgeordneten Vektorräumen

0 references

Q5659362

0 references

Optimale Tests und ungünstigste Verteilungen

0 references

Programmes in Paired Spaces

0 references

Q5558368

0 references

Q5578711

0 references

Linear Programming and Sequential Decisions

0 references

Q4080999

0 references

Q5611539

0 references

On direct sums of Markovian decision process

0 references

Linear programming and continuous markovian decision problems

0 references

Linear programming algorithms for semi-Markovian decision processes

0 references

Some remarks on a Markovian decision problem with an absorbing state

0 references

Linear programming considerations on Markovian decision processes with no discounting

0 references

A Linear Programming Problem Connected with Optimal Stationary Control in a Dynamic Decision Problem

0 references

Non-Discounted Denumerable Markovian Decision Models

0 references

Arbitrary State Markovian Decision Processes

0 references

Q5615108

0 references

Duality in continuous linear programming

0 references

Linear programs in topological vector spaces

0 references

A duality theory for abstract mathematical programs with applications to optimal control theory

0 references

Negative Dynamic Programming

0 references

On the Optimality of Pure Strategies

0 references

Primal- und Dual-Algorithmen zur Optimierung von Markov-Prozessen

0 references

Discounted semi-Markov decision processes: linear programming and policy iteration

0 references

Dynamic programming and duality in linear programming

0 references

Markovian Decision Models for the Evaluation of a Large Class of Continuous Sampling Inspection Plans

0 references

Bayes Markovian Decision Models for a Multiperiod Reject Allowance Problem

0 references

The optimization of K-effect models by linear and dynamic programming

0 references

Linear Programming in a Markov Chain

0 references

Duality theorem in Markovian decision problems

0 references

full work available at URL

https://doi.org/10.1007/bf01917643

0 references

OpenAlex ID

W2059493235

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4152066

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+Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory
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+Separable Markovian Decision Problems
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+Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem
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+Multichain Markov Renewal Programs
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+Denumerable State Markovian Decision Processes-Average Cost Criterion
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+Optimierungsaufgaben in topologischen Vektorr�umen I: Dualit�tstheorie
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+Duality in Markov Decision Problems with Countable Action and State Spaces
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+Markov Renewal Programming by Linear Fractional Programming
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+Linear Programming Solutions for Separable Markovian Decision Problems
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+Continuous programming. I: Linear objectives
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+A Generalized Discrete Dynamic Programming Model
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+Normal rank
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+Normal rank
@@ Property / cites work @@
+Sequential Control of Homogeneous Activities—Linear Programming of Semi-Markovian Decisions
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+Selective Control of Independent Activities: Linear Programming of Markovian Decisions
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+Markov-Renewal Programming. I: Formulation, Finite Return Models
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+Linear Programming in Reflexive Spaces
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+Normal rank
@@ Property / cites work @@
+An iterative procedure for nondiscounted discrete-time markov decisions
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@@ Property / cites work @@
+Solution of Linear Integer programming Problems by Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Lineare Optimierung in halbgeordneten Vektorräumen
+Normal rank
@@ Property / cites work @@
+Zur Dualitätstheorie bei linearen Optimierungsproblemen in halbgeordneten Vektorräumen
+Normal rank
@@ Property / cites work @@
+Q5659362
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+Normal rank
@@ Property / cites work @@
+Optimale Tests und ungünstigste Verteilungen
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+Programmes in Paired Spaces
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+Normal rank
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+On direct sums of Markovian decision process
@@ Property / cites work: On direct sums of Markovian decision process / rank @@
+Normal rank
@@ Property / cites work @@
+Linear programming and continuous markovian decision problems
+Normal rank
@@ Property / cites work @@
+Linear programming algorithms for semi-Markovian decision processes
+Normal rank
@@ Property / cites work @@
+Some remarks on a Markovian decision problem with an absorbing state
+Normal rank
@@ Property / cites work @@
+Linear programming considerations on Markovian decision processes with no discounting
+Normal rank
@@ Property / cites work @@
+A Linear Programming Problem Connected with Optimal Stationary Control in a Dynamic Decision Problem
+Normal rank
@@ Property / cites work @@
+Non-Discounted Denumerable Markovian Decision Models
+Normal rank
@@ Property / cites work @@
+Arbitrary State Markovian Decision Processes
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+Normal rank
@@ Property / cites work @@
+Q5615108
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+Normal rank
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+Duality in continuous linear programming
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+Normal rank
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+Linear programs in topological vector spaces
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+Normal rank
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+A duality theory for abstract mathematical programs with applications to optimal control theory
+Normal rank
@@ Property / cites work @@
+Negative Dynamic Programming
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+Normal rank
@@ Property / cites work @@
+On the Optimality of Pure Strategies
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+Normal rank
@@ Property / cites work @@
+Primal- und Dual-Algorithmen zur Optimierung von Markov-Prozessen
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@@ Property / cites work @@
+Discounted semi-Markov decision processes: linear programming and policy iteration
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@@ Property / cites work @@
+Dynamic programming and duality in linear programming
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@@ Property / cites work @@
+Markovian Decision Models for the Evaluation of a Large Class of Continuous Sampling Inspection Plans
+Normal rank
@@ Property / cites work @@
+Bayes Markovian Decision Models for a Multiperiod Reject Allowance Problem
+Normal rank
@@ Property / cites work @@
+The optimization of K-effect models by linear and dynamic programming
+Normal rank
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+Linear Programming in a Markov Chain
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+Normal rank
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+Duality theorem in Markovian decision problems
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