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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

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Reference TypeJournal (article/letter/editorial)
TitleLinear programming considerations on Markovian Decision Processes with no discounting
JournalJournal of Mathematical Analysis and Applications
AuthorsOsaki, ShunjiAuthor
Mine, HisashiAuthor
Year1969 (April)Volume26
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(69)90191-7Search in ResearchGate
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Mindat Ref. ID12374677Long-form Identifiermindat:1:5:12374677:3
GUID0
Full ReferenceOsaki, 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
Plain TextOsaki, 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
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 26. Elsevier BV

See Also

These are possibly similar items as determined by title/reference text matching only.

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
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
Rose, C.J (1969) Dynamic programming processes within dynamic programming processes. Journal of Mathematical Analysis and Applications, 26. 669-683 doi:10.1016/0022-247x(69)90205-4
Kalaba, R.E (1969) Dynamic programming and optimal trajectories for quadratic variational processes. Journal of Mathematical Analysis and Applications, 26. 69-74 doi:10.1016/0022-247x(69)90177-2
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
Greenberg, Harold (1969) A dynamic programming solution to integer linear programs. Journal of Mathematical Analysis and Applications, 26. 454-459 doi:10.1016/0022-247x(69)90168-1
Cohen, Joel E (1979) Long-run growth rates of discrete multiplicative processes in Markovian environments. Journal of Mathematical Analysis and Applications, 69. 243-251 doi:10.1016/0022-247x(79)90191-4
Gani, J (1969) A note on the first emptiness of dams with Markovian inputs. Journal of Mathematical Analysis and Applications, 26. 270-274 doi:10.1016/0022-247x(69)90149-8
Grinold, Richard C (1969) Continuous programming part one: Linear objectives. Journal of Mathematical Analysis and Applications, 28. 32-51 doi:10.1016/0022-247x(69)90106-1
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
 
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