On Linear Programming in a Markov Decision Problem

This paper treats a Markov decision problem with an infinite planning horizon and no discounting. This model is analyzed by application, perhaps repeated, of a simple linear program.

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Year of publication:	1970
Authors:	Denardo, Eric V.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 16.1970, 5, p. 281-288
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.16.5.281 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009190708