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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 21, 1990 - Issue 4
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Original Articles

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

Pages 593-600 | Received 01 Feb 1988, Published online: 27 Jun 2007

References

  • Howard , R. 1960 . Dynamic Programming and MARKOV Processes , Cambridge, Massachusetts : MIT Press .
  • De Ghellinck , G.T. 1960 . Les problèmes des décisions sequentielles . Cahiers du Centre d’Étude Recherche Operationelle , 2 ( 2 ) : 161 – 179 .
  • D'Epenoux , F. 1960 . Sur un problème de production et de stockage dans l’aléatoire . Revue Francaise de Recherche Operationelle , 14 ( 2 ) : 3 – 16 .
  • Manne , A.S. 1960 . Linear programming and finite Markovian control problems . Management Science , 25 ( 2 ) : 352 – 362 .
  • Mine , H. and Osaki , Sh . 1970 . Markovian decision processes 142 Elsevier, N.Y
  • Hordijk , A. and Kallenberg , L.C.M. 1981 . Linear Programming Method for Solving Finite Markovian Decision Problems . Oper. Res. Proc , : 468 – 482 .
  • Sragovich , V.G. 1981 . Adaptive Control , 384 Moscow : Nauka . in Russian
  • Sarymsakov , T.A. 1954 . Foundations of MARKOV Processes Theory , Moscow : Gostekhizdat . in Russian
  • Nemirovsky , A.S. and Yudin , D.B. 1979 . Complexity of Problems and Efficiency of Optimization Methods , 383 Moscow : Nauka . in Russian
  • Khachiyan , L.G. 1980 . Polynomial Algorithms in Linear Programming . Zh VM i MF , 20 : 51 – 68 . in Russian
  • Khachiyan , L.G. 1982 . On Accurate Solution of Linear Inequalities Systems and Linear Programming Problems . ZhVM i MF , 22 : 999 – 1003 . in Russian
  • Sragovich , V.G. 1985 . Optimization with Constraints on Finite MARKOV Chains . Izvestia AN SSSR. Teklin. Kibern , 2 : 126 – 137 . in Russian

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