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Osaki, Shunji, Mine, Hisashi (1968) Linear programming algorithms for semi-Markovian decision processes. Journal of Mathematical Analysis and Applications, 22. 356-381 doi:10.1016/0022-247x(68)90178-9

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Reference TypeJournal (article/letter/editorial)
TitleLinear programming algorithms for semi-Markovian decision processes
JournalJournal of Mathematical Analysis and Applications
AuthorsOsaki, ShunjiAuthor
Mine, HisashiAuthor
Year1968 (May)Volume22
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(68)90178-9Search in ResearchGate
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Mindat Ref. ID12374428Long-form Identifiermindat:1:5:12374428:1
GUID0
Full ReferenceOsaki, Shunji, Mine, Hisashi (1968) Linear programming algorithms for semi-Markovian decision processes. Journal of Mathematical Analysis and Applications, 22. 356-381 doi:10.1016/0022-247x(68)90178-9
Plain TextOsaki, Shunji, Mine, Hisashi (1968) Linear programming algorithms for semi-Markovian decision processes. Journal of Mathematical Analysis and Applications, 22. 356-381 doi:10.1016/0022-247x(68)90178-9
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 22. Elsevier BV

See Also

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Osaki, Shunji, Mine, Hisashi (1969) Linear programming considerations on Markovian Decision Processes with no discounting. Journal of Mathematical Analysis and Applications, 26. 221-232 doi:10.1016/0022-247x(69)90191-7
Osaki, Shunji, Mine, Hisashi (1968) Some remarks on a Markovian decision problem with an absorbing state. Journal of Mathematical Analysis and Applications, 23. 327-333 doi:10.1016/0022-247x(68)90070-x
Mine, Hisashi, Tabata, Yoshio (1969) On direct sums of Markovian decision process. Journal of Mathematical Analysis and Applications, 28. 284-293 doi:10.1016/0022-247x(69)90027-4
Mine, Hisashi, Tabata, Yoshio (1971) On a set of optimal policies in continuous time Markovian decision problem. Journal of Mathematical Analysis and Applications, 34. 53-66 doi:10.1016/0022-247x(71)90157-0
Dempster, M.A.H (1968) On stochastic programming I. Static linear programming under risk. Journal of Mathematical Analysis and Applications, 21. 304-343 doi:10.1016/0022-247x(68)90215-1
MacQueen, J (1966) A modified dynamic programming method for Markovian decision problems. Journal of Mathematical Analysis and Applications, 14. 38-43 doi:10.1016/0022-247x(66)90060-6
Angel, Edward (1968) Dynamic programming and linear partial differential equations. Journal of Mathematical Analysis and Applications, 23. 628-638 doi:10.1016/0022-247x(68)90143-1
Miller, Bruce L (1968) Finite state continuous time Markov decision processes with an infinite planning horizon. Journal of Mathematical Analysis and Applications, 22. 552-569 doi:10.1016/0022-247x(68)90194-7
Schröder, Johann (1968) On linear differential inequalities. Journal of Mathematical Analysis and Applications, 22. 188-216 doi:10.1016/0022-247x(68)90169-8
Sancho, N.G.F (1985) Routing problems and Markovian decision processes. Journal of Mathematical Analysis and Applications, 105. 76-83 doi:10.1016/0022-247x(85)90097-6
Schweitzer, Paul J, Gavish, Bezalel (1976) An optimality principle for Markovian decision processes. Journal of Mathematical Analysis and Applications, 54. 173-184 doi:10.1016/0022-247x(76)90243-2
 
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