Optimality in transient markov chains and linear programming |
| |
Authors: | Sutherland W R S |
| |
Institution: | (1) Mathematics Department, Dalhousie University Halifax, B3H 4H8 Nova Scotia, Canada |
| |
Abstract: | It is shown how a discrete Markov programming problem can be transformed, using a linear program, into an equivalent problem from which the optimal decision rule can be trivially deduced. This transformation is applied to problems which have either transient probabilities or discounted costs.This research was supported by the National Research Council of Canada, Grant A7751. |
| |
Keywords: | Discrete Dynamic Programming Optimal Markov Chains Linear Programming |
本文献已被 SpringerLink 等数据库收录! |
|