Markov Renewal Programming by Linear Fractional Programming
From MaRDI portal
Publication:5535548
DOI10.1137/0114110zbMath0154.45003OpenAlexW2155744576MaRDI QIDQ5535548
Publication date: 1966
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0114110
Related Items (15)
Generalized Markovian decision processes ⋮ Computing semi-stationary optimal policies for multichain semi-Markov decision processes ⋮ The tolerance approach in multiobjective linear fractional programming ⋮ Fractional programming: Applications and algorithms ⋮ Asynchronous Optimization over Weakly Coupled Renewal Systems ⋮ Maximizing the set of recurrent states of an MDP subject to convex constraints ⋮ Unnamed Item ⋮ SEMI-MARKOV DECISION PROCESSES ⋮ Markov ratio decision processes ⋮ Semi-Markov processes and their applications ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ A complete algorithm for linear fractional programs ⋮ On zero-sum two-person undiscounted semi-Markov games with a multichain structure ⋮ Bibliography in fractional programming
This page was built for publication: Markov Renewal Programming by Linear Fractional Programming