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Linear programming solutions for separable Markovian decision problems

Author

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  • DE GHELLINCK, Guy T.
  • EPPEN, Gary D.

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Suggested Citation

  • DE GHELLINCK, Guy T. & EPPEN, Gary D., 1967. "Linear programming solutions for separable Markovian decision problems," LIDAM Reprints CORE 6, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvrp:6
    DOI: 10.1287/mnsc.13.5.371
    Note: In : Management Science, 13, 371-394, 1967
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    Cited by:

    1. Chen Shaoxiang, 2004. "The Infinite Horizon Periodic Review Problem with Setup Costs and Capacity Constraints: A Partial Characterization of the Optimal Policy," Operations Research, INFORMS, vol. 52(3), pages 409-421, June.
    2. Lodewijk Kallenberg, 2013. "Derman’s book as inspiration: some results on LP for MDPs," Annals of Operations Research, Springer, vol. 208(1), pages 63-94, September.

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