On a control of a Markov chain under conditions with respect to the absolute stationary probabilities and cost

DOI10.1007/BF01919160zbMath0425.60060MaRDI QIDQ3860595

Anna Slobodová

Publication date: 1980

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

zbMATH Keywords

optimal policy; stationary probabilities; control of a Markov chain

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

90C99: Mathematical programming

Cites Work

• Linear Programming in a Markov Chain
• Markov-Renewal Programming. I: Formulation, Finite Return Models