Linear programming formulation for non-stationary, finite-horizon Markov decision process models
Arnab Bhattacharya, Jeffrey P. Kharoufeh
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Bhattacharya, Arnab ; Kharoufeh, Jeffrey P. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 6, p. 570-574
|
| Subject: | Non-stationary MDP model | Linear programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2017.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011782974