Linear Programming in a Markov Chain

DOI10.1287/opre.10.5.702zbMath0124.36403OpenAlexW2062085274MaRDI QIDQ5328576

Philip Wolfe, George B. Dantzig

Publication date: 1962

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.10.5.702

zbMATH Keywords

operations research

Related Items

A methodology for computation reduction for specially structured large scale Markov decision problems ⋮ Mathematical programming and the control of Markov chains† ⋮ Optimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead times ⋮ MF-OMO: An Optimization Formulation of Mean-Field Games ⋮ Unnamed Item ⋮ Maximizing the set of recurrent states of an MDP subject to convex constraints ⋮ Unnamed Item ⋮ Linear programming solutions of the truncated moment problem ⋮ Optimization of file migration policies in distributed computer systems ⋮ Markov ratio decision processes ⋮ On a control of a Markov chain under conditions with respect to the absolute stationary probabilities and cost ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Optimality in transient markov chains and linear programming ⋮ Optimal choice of reward levels in an organization ⋮ Technical note: A computationally efficient algorithm for undiscounted Markov decision processes with restricted observations ⋮ The optimization of K-effect models by linear and dynamic programming ⋮ Finite state continuous time Markov decision processes with an infinite planning horizon ⋮ Linear programming considerations on Markovian decision processes with no discounting ⋮ Extreme points of Leontief substitution systems ⋮ Linear programming algorithms for semi-Markovian decision processes ⋮ On direct sums of Markovian decision process ⋮ A new optimality criterion for discrete dynamic programming ⋮ Numerical comparison of controls and verification of optimality for stochastic control problems ⋮ Beiträge zur Dekomposition von linearen Programmen ⋮ Primal- und Dual-Algorithmen zur Optimierung von Markov-Prozessen