Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
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Cites work
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- Linear programming algorithms for semi-Markovian decision processes
- Linear programming and continuous markovian decision problems
- Linear programming and sequential decisions
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- Linear Programming in a Markov Chain
- Linear Programming in Reflexive Spaces
- Linear Programming Solutions for Separable Markovian Decision Problems
- Linear programs in topological vector spaces
- Lineare Optimierung in halbgeordneten Vektorräumen
- Markov Renewal Programming by Linear Fractional Programming
- Markov-Renewal Programming. I: Formulation, Finite Return Models
- Markovian Decision Models for the Evaluation of a Large Class of Continuous Sampling Inspection Plans
- Multichain Markov Renewal Programs
- Negative Dynamic Programming
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- On direct sums of Markovian decision process
- On Group Sequential Sampling
- On Linear Programming in a Markov Decision Problem
- On Representations of Semi-Infinite Programs which Have No Duality Gaps
- On sequential decisions and Markov chains
- On the optimality of pure strategies
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- Primal- und Dual-Algorithmen zur Optimierung von Markov-Prozessen
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- Solution of Linear Integer programming Problems by Dynamic Programming
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- Zur Dualitätstheorie bei linearen Optimierungsproblemen in halbgeordneten Vektorräumen
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