|
Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 743–748
(Mi tvp2348)
|
|
|
|
This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
On a linear programming problem connected with optimal stationary control in a dynamic decision problem
B. G. Pittel' Leningrad
Abstract:
An optimal stationary control problem is studied for a Markov process with a finite number of states and controls. This problem is shown to be equivalent to a special linear programming problem with the number of variables involved equal to twice the number of states.
Received: 23.02.1970
Citation:
B. G. Pittel', “On a linear programming problem connected with optimal stationary control in a dynamic decision problem”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 743–748; Theory Probab. Appl., 16:4 (1971), 724–728
Linking options:
https://www.mathnet.ru/eng/tvp2348 https://www.mathnet.ru/eng/tvp/v16/i4/p743
|
Statistics & downloads: |
Abstract page: | 151 | Full-text PDF : | 81 |
|