Optimality in transient markov chains and linear programming

DOI10.1007/BF01588291zbMath0431.90078MaRDI QIDQ3869105

W. R. S. Sutherland

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

linear programmingdiscrete dynamic programmingmodel equivalencefinite state spacediscrete Markov programmingfinite section spaceoptimal Markov chainstrivial model

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

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• Linear Programming and Sequential Decisions
• Linear Programming in a Markov Chain
• Discrete Dynamic Programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Linear Programming Solutions for Separable Markovian Decision Problems

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