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Multichain Markov Renewal Programs
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1968
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Mathematical ProgrammingEngineeringDistributed LedgerMarkov Decision ProcessesStochastic AnalysisOperations ResearchStochastic SimulationStochastic ProcessesSystems EngineeringCombinatorial OptimizationDecision TheoryMarkov ChainQuantitative ManagementStochastic DynamicSequential Decision MakingProbability TheoryComputer ScienceMarkov Decision ProcessHigh Availability SoftwareStochastic OptimizationDynamic ProgrammingLinear ProgrammingBlockchain
Previous article Next article Multichain Markov Renewal ProgramsE. V. Denardo and B. L. FoxE. V. Denardo and B. L. Foxhttps://doi.org/10.1137/0116038PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] M. L. Balinski, On solving discrete stochastic decision problems, Navy Supply System Research Study 2, Mathematica, Princeton, 1961 Google Scholar[2] Richard Bellman, A Markovian decision process, J. Math. Mech., 6 (1957), 679–684 MR0091859 0078.34101 ISIGoogle Scholar[3] David Blackwell, Discrete dynamic programming, Ann. Math. Statist., 33 (1962), 719–726 MR0149965 0133.12906 CrossrefISIGoogle Scholar[4] David Blackwell, Discounted dynamic programming, Ann. Math. Statist., 36 (1965), 226–235 MR0173536 0133.42805 CrossrefGoogle Scholar[5] Barry W. Brown, On the iterative method of dynamic programming on a finite space discrete time Markov process, Ann. Math. Statist., 36 (1965), 1279–1285 MR0176871 0136.14107 CrossrefISIGoogle Scholar[6] A. 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Dantzig, Linear programming in a Markov chain, Operations Res., 10 (1962), 702–710 MR0144788 0124.36403 CrossrefISIGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systemsJournal of Mathematical Analysis and Applications, Vol. 512, No. 1 | 1 Aug 2022 Cross Ref On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded CostsMathematics of Operations Research, Vol. 47, No. 2 | 1 May 2022 Cross Ref Computing Transience Bounds of Emergency Call Centers: A Hierarchical Timed Petri Net ApproachApplication and Theory of Petri Nets and Concurrency | 13 June 2022 Cross Ref Computing semi-stationary optimal policies for multichain semi-Markov decision processesAnnals of Operations Research, Vol. 287, No. 2 | 14 October 2017 Cross Ref Piecewise 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