Solution of continuous-time markovian decision models using infinite linear programming

DOI10.1002/NAV.3800250306MaRDI QIDQ4175073zbMATH OpenOpenAlexFDO

Authors Prasadarao Kakumanu

Publication date 1978

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800250306

zbMATH Keywords

AlgorithmContinuous-Time Markovian Decision ModelsInfinite Linear Programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Minimax problems in mathematical programming (90C47)

Cites work

• scientific article; zbMATH DE number 3333895 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• Discrete Dynamic Programming with a Small Interest Rate
• Finite state Markovian decision processes
• Finite-state approximations to denumerable-state dynamic programs

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