A Linear Programming Problem Connected with Optimal Stationary Control in a Dynamic Decision Problem
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Publication:5681382
DOI10.1137/1116084zbMath0265.60063OpenAlexW1977915003MaRDI QIDQ5681382
Publication date: 1971
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1116084
Discrete-time Markov processes on general state spaces (60J05) Linear programming (90C05) Statistical decision theory (62C99) Decision theory for games (91A35)
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