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

Gary J. Koehler

RAIRO - Operations Research - Recherche Opérationnelle (1979)

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

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Koehler, 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

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  1. 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. 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. 3. C. HILDRETH, A Quadratic Programming Procedure, Naval Research Logistic Quarterly, Vol. 4, 1957, pp. 79-85. MR89100
  4. 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. 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. 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. 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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