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Miller, B. L.

Finite state continuous time Markov decision processes with an infinite planning horizon. (English) Zbl 0157.50301

J. Math. Anal. Appl. 22, 552-569 (1968).
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Cited in 33 Documents

Keywords:

operations research
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References:

[1] Bellman, R., Dynamic Programming (1957), Princeton University Press: Princeton University Press Princeton, New Jersey · Zbl 0077.13605
[2] Blackwell, D., Discrete dynamic programming, Ann. Math. Stat., 33, 719-726 (1962) · Zbl 0133.12906
[3] Chung, K. L., Markov Chains with Stationary Transition Probabilities (1967), Springer: Springer Berlin · Zbl 0146.38401
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[9] Fox, B., \((g\), ω) — Optima in Markov Renewal Programs, The RAND Corporation, P-3624 (1967)
[10] Howard, R. A., Dynamic Programming and Markov Processes (1960), Wiley: Wiley New York · Zbl 0091.16001
[11] Jewell, W., Markov-renewal programming. I and II, Oper. Res., 11, 938-971 (1963) · Zbl 0126.15905
[12] Manne, A., Linear programming and sequential decisions, Mgmt. Sci., 6, 259-267 (1960) · Zbl 0995.90599
[13] B. MillerSIAM J. Control.; B. MillerSIAM J. Control.
[14] Veinott, A. F., On finding optimal policies in discrete dynamic programming with no discounting, Ann. Math. Stat., 37, 1284-1294 (1966) · Zbl 0149.16301
[15] Widder, D. V., The Laplace Transform (1946), Princeton Univ. Press: Princeton Univ. Press Princeton, New Jersey · Zbl 0060.24801
[16] Wolfe, P.; Dantzig, G. B., Linear programming in a Markov chain, Oper. Res., 10, 702-710 (1962) · Zbl 0124.36403
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