Solution of continuous-time markovian decision models using infinite linear programming

DOI10.1002/nav.3800250306zbMath0393.90099OpenAlexW2085448826MaRDI QIDQ4175073

Prasadarao Kakumanu

Publication date: 1978

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800250306

zbMATH Keywords

AlgorithmContinuous-Time Markovian Decision ModelsInfinite Linear Programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Linear programming (90C05)

Cites Work

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• Finite-state approximations to denumerable-state dynamic programs
• Finite state Markovian decision processes
• Discrete Dynamic Programming with a Small Interest Rate

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