Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
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Publication:4152066
DOI10.1007/BF01917643zbMath0374.90082OpenAlexW2059493235MaRDI QIDQ4152066
Publication date: 1978
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01917643
Linear programming (90C05) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items (3)
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ Linear programming formulation of MDPs in countable state space: The multichain case ⋮ Sensitivity of constrained Markov decision processes
Cites Work
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