Solving a general discounted dynamic program by linear programming

DOI10.1007/BF00537529zbMath0403.90088OpenAlexW1997473631MaRDI QIDQ4189079

Wolf-Rüdiger Heilmann

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00537529

zbMATH Keywords

Linear ProgrammingGeneral Discounted Dynamic Programming

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39)

Related Items (1)

A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits

Cites Work

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• Finite state Markovian decision processes
• Discounted Dynamic Programming
• Optimale Tests und ungünstigste Verteilungen
• Measures in Boolean Algebras

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