Optimality in transient markov chains and linear programming

DOI10.1007/BF01588291MaRDI QIDQ3869105zbMATH OpenFDO

Authors W. R. S. Sutherland

Publication date 1980

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01588291

zbMATH Keywords

discrete dynamic programmingdiscrete Markov programmingfinite section spacefinite state spacelinear programmingmodel equivalenceoptimal Markov chainstrivial model

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Minimax problems in mathematical programming (90C47)

Cites work

• Contraction Mappings in the Theory Underlying Dynamic Programming
• Discrete Dynamic Programming
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3231692 (Why is no real title available?)
• scientific article; zbMATH DE number 3298475 (Why is no real title available?)
• Linear programming and sequential decisions
• Linear Programming in a Markov Chain
• Linear Programming Solutions for Separable Markovian Decision Problems

Cited in

(1)

• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory

This page was built for publication: Optimality in transient markov chains and linear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3869105)