Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory

ZOR - Methods and Models of Operations Research

Volumn 40, Issue 1, 1994, Pages 1-42

  Kallenberg, L C M ^a  

^a LEIDEN UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141754345     PISSN: 03409422     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/BF01414028     Document Type: Article

References (69)

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14. A probabilistic production and inventory problem
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35. Linear programming considerations on Markovian decision processes with no discounting
36. An ordered field property for stochastic games when one player controls transition probabilities
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38. On the convergence of policy iteration in stationary dynamic programming
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