Singular Stochastic Control Problems Solved by a Sparse Simplex Method

DOI10.1093/imamci/6.1.27zbMath0673.49015OpenAlexW2043200751MaRDI QIDQ3827160

Min Sun

Publication date: 1989

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/6.1.27

zbMATH Keywords

singular stochastic controlsparse linear-programming algorithm

Mathematics Subject Classification ID

Related Items (4)

Generalizations of \(\mathbf P_ 0\)- and \(\mathbf P\)-properties; extended vertical and horizontal linear complementarity problems ⋮ Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations ⋮ Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems ⋮ Revised simplex algorithm for finite Markov decision processes

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