A Solution to a Countable System of Equations Arising in Markovian Decision Processes

Author:

Derman Cyrus,Veinott Arthur F.

Publisher

Institute of Mathematical Statistics

Cited by 46 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Solution Representations for Poisson’s Equation, Martingale Structure, and the Markov Chain Central Limit Theorem;Stochastic Systems;2023-12-28

2. On the life and work of Cyrus Derman;Annals of Operations Research;2013-07-23

3. Bibliography;Stochastic Dynamic Programming and the Control of Queueing Systems;2008-05-27

4. The Poisson Equation for Countable Markov Chains: Probabilistic Methods and Interpretations;International Series in Operations Research & Management Science;2002

5. Controlled random sequences: methods of convex analysis and problems with functional constraints;Russian Mathematical Surveys;1998-12-31

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