Solving stochastic dynamic programming problems by linear programming — An annotated bibliography-Reference-Cited by-同舟云学术

Solving stochastic dynamic programming problems by linear programming — An annotated bibliography

Published:1978-12 Issue:1 Volume:22 Page:43-53
ISSN:0340-9422
Container-title:Zeitschrift für Operations Research
language:en
Short-container-title:Zeitschrift für Operations Research

Author:

Heilmann W. -R.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/BF01917643.pdf

Reference87 articles.

1. Awate, P.G.: A note on “Markovian decision models for reject allowance problems”. MS18, 1972, 339–343.

2. Balinski, M.L.: On solving discrete stochastic decision problems. US Naval Supply System Research Study 2, Mathematica, Princeton, New Jersey, 1961.

3. -: Discrete dynamic programming and linear programming. Unpublished Paper, Princeton 1962.

4. Bellman, R.E.: Dynamic programming, Princeton 1957.

5. —: A Markovian decision process. J.Math.Mech.6, 1957a, 679–684.

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1. State aggregation based linear programming approach to approximate dynamic programming;49th IEEE Conference on Decision and Control (CDC);2010-12

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3. Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs;SIAM Journal on Control and Optimization;1994-03

4. Some Linear Programs in Probabilities and their Duals;Lecture Notes in Economics and Mathematical Systems;1985

5. Linear Programming Methods for Solving Finite Markovian Decision Problems;DGOR;1981