Coupled Successive Approximations for Markov Programs

DOI10.1287/OPRE.30.2.400MaRDI QIDQ3939619zbMATH OpenOpenAlexFDO

Authors Bennett L. Fox

Publication date 1982

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.30.2.400

zbMATH Keywords

successive approximationsepsilon-optimal policylinear programming dualityMarkov programsreciprocal termination criterionsimultaneous approximation of primal and dual variables

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

This page was built for publication: Coupled Successive Approximations for Markov Programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3939619)