# A complementarity approach for solving Leontief substitution systems and (generalized) Markov decision processes

RAIRO - Operations Research - Recherche Opérationnelle (1979)

- Volume: 13, Issue: 1, page 75-80
- ISSN: 0399-0559

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topKoehler, Gary J.. "A complementarity approach for solving Leontief substitution systems and (generalized) Markov decision processes." RAIRO - Operations Research - Recherche Opérationnelle 13.1 (1979): 75-80. <http://eudml.org/doc/104719>.

@article{Koehler1979,

author = {Koehler, Gary J.},

journal = {RAIRO - Operations Research - Recherche Opérationnelle},

keywords = {Leontief matrix; generalized Markov decision process; quadratic programming; Hildreth's iterative procedure; symmetric linear complementarity problem},

language = {eng},

number = {1},

pages = {75-80},

publisher = {EDP-Sciences},

title = {A complementarity approach for solving Leontief substitution systems and (generalized) Markov decision processes},

url = {http://eudml.org/doc/104719},

volume = {13},

year = {1979},

}

TY - JOUR

AU - Koehler, Gary J.

TI - A complementarity approach for solving Leontief substitution systems and (generalized) Markov decision processes

JO - RAIRO - Operations Research - Recherche Opérationnelle

PY - 1979

PB - EDP-Sciences

VL - 13

IS - 1

SP - 75

EP - 80

LA - eng

KW - Leontief matrix; generalized Markov decision process; quadratic programming; Hildreth's iterative procedure; symmetric linear complementarity problem

UR - http://eudml.org/doc/104719

ER -

## References

top- 1. R. W. COTTLE and A. F. VEINOTT, Jr., Polyhedral Sets Having a Least Element, Mathematical Programming, Vol. 3, 1972, pp. 238-249. Zbl0245.90015MR377699
- 2. B. C. EAVES, Complementary Pivot Theory and Markovian Decision Chains, in Fixed Points, Algorithms and Applications, S. KARAMARDIAN, Éd., Academic Press, 1977, pp. 59-85. Zbl0424.90082MR462610
- 3. C. HILDRETH, A Quadratic Programming Procedure, Naval Research Logistic Quarterly, Vol. 4, 1957, pp. 79-85. MR89100
- 4. G. J. KOEHLER, Value Convergence in a Generalized Markov Decision Process, University of Florida, August, 1977 (forthcoming) S.I.A.M., Journal on Control and Optimization. Zbl0413.90081MR525020
- 5. O. L. MANGASARIAN, Solution of Symmetric Linear Complementarity Problems by Iterative Methods, J. Optimization Theory and Applications, Vol. 22, No. 4, 1977, pp. 265-485. Zbl0341.65049MR458831
- 6. E. L. PORTEUS, Bounds and Transformations for Discounted Finite Markov Decision E. L. Chains, Operations Research, Vol. 23, No. 4, 1975, pp. 761-784. Zbl0322.90073MR437016
- 7. A. F. VEINOTT, Jr., Extreme Points of Leontief Substitution Systems, Linear Algebra and Its Applications, Vol. 1, 1968, pp. 181-194. Zbl0174.51503MR232590

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