Kallenberg, L. C. M. Survey of linear programming for standard and nonstandard Markovian control problems. I: Theory. (English) Zbl 0810.90133 Z. Oper. Res. 40, No. 1, 1-42 (1994). MSC: 90C40 90C05 91A15 × Cite Format Result Cite Review PDF Full Text: DOI
Hordijk, Arie; Kallenberg, L. C. M. Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints. (English) Zbl 0546.90101 Math. Program. 30, 46-70 (1984). Reviewer: G.Hübner MSC: 90C40 90C05 90C39 × Cite Format Result Cite Review PDF Full Text: DOI