Solving a general discounted dynamic program by linear programming

DOI10.1007/BF00537529zbMATH Open0403.90088OpenAlexW1997473631MaRDI QIDQ4189079FDOQ4189079

Authors: Wolf-Rüdiger Heilmann 

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00537529

zbMATH Keywords

Linear ProgrammingGeneral Discounted Dynamic Programming

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39)

Cites Work

• Finite state Markovian decision processes
• Discounted Dynamic Programming
• Title not available (Why is that?)
• Optimale Tests und ungünstigste Verteilungen
• Measures in Boolean Algebras
• Title not available (Why is that?)

Cited In (1)

• A verification theorem for threshold-indexability of real-state discounted restless bandits

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