Solving a general discounted dynamic program by linear programming

DOI10.1007/BF00537529MaRDI QIDQ4189079zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3502079 (Why is no real title available?)
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• Discounted Dynamic Programming
• Finite state Markovian decision processes
• Measures in Boolean Algebras
• Optimale Tests und ungünstigste Verteilungen

Cited in

(1)

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

This page was built for publication: Solving a general discounted dynamic program by linear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4189079)