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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 39, 1997 - Issue 1
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Original Articles

Solution of a discounted semi-markovian descision problem by successive oevarrelaxation

Pages 85-97 | Published online: 20 Mar 2007

References

  • Döge , G. and Nollau , V. 1995 . Semi-Markovian Decision Models with Vector valued Reward . Optimization , 1
  • Heyman , D.O. 1990 . Stochastic Models , Edited by: Sobel , M.J. Amsterdam : North-Holland .
  • Jewell , S.W. 1963 . Markov-renewal programming I . Operations Research , 11 : 949 – 971 .
  • Müller , P.H. and Nollau , V. 1984 . Steuerung stochastischer Prozesse , Berlin : Akademie-Verlag . (Hsg)
  • Nollau , V. 1980 . Semi-Markonsche Prozesse , Berlin : Akademie-Verlag .
  • Reetz , D. 1973 . Solution of a Markovian Decision Problem by Successive Overrelaxation . Zeitschrift für Operations Research , 17 : 29 – 32 .

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