On decomposition in problem of Markov chain optimal control calculation by means of linear programming

DOI10.1080/02331939008843584zbMath0734.90114OpenAlexW2052376280MaRDI QIDQ3363094

V. G. Sragovich

Publication date: 1990

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843584

zbMATH Keywords

decompositionMarkov chain

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Cites Work

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