Markovian assignment decision process

S. Geetha; K. P. K. Nair

RAIRO - Operations Research - Recherche Opérationnelle (1992)

  • Volume: 26, Issue: 4, page 421-428
  • ISSN: 0399-0559

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Geetha, S., and Nair, K. P. K.. "Markovian assignment decision process." RAIRO - Operations Research - Recherche Opérationnelle 26.4 (1992): 421-428. <http://eudml.org/doc/105048>.

@article{Geetha1992,
author = {Geetha, S., Nair, K. P. K.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {discounted reward; policy iteration; finite-state, discrete-time Markovian decision process; assignment; infinite time horizon; average gain},
language = {eng},
number = {4},
pages = {421-428},
publisher = {EDP-Sciences},
title = {Markovian assignment decision process},
url = {http://eudml.org/doc/105048},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Geetha, S.
AU - Nair, K. P. K.
TI - Markovian assignment decision process
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1992
PB - EDP-Sciences
VL - 26
IS - 4
SP - 421
EP - 428
LA - eng
KW - discounted reward; policy iteration; finite-state, discrete-time Markovian decision process; assignment; infinite time horizon; average gain
UR - http://eudml.org/doc/105048
ER -

References

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  1. 1. R. HOWARD, Dynamic Programming and Markov Processes, John Wiley and Sons, NewYork, 1960. Zbl0091.16001MR118514
  2. 2. P. WOLFE and G.B. DANTZIG, Linear Programming in a Markov Chain, Oper. Res., 1962, 10, p. 702-710. Zbl0124.36403MR144788
  3. 3. C. DERMAN, Finite State Markovian Decision Processes, AcademicPress, New York, 1970. Zbl0262.90001MR267686
  4. 4. L.S. SHAPLEY, Stochastic Games, Proceedings of the National Academy of Sciences, 1953, 59, p. 1095-1100. Zbl0051.35805MR61807
  5. 5. V. AGGARWAL, R. CHANDRASEKARAN and K.P.K. NAIR, Markov Ratio Decision Processes,J. Optimi. Theory Appl., 1977, 21, p.27-37. Zbl0326.90064MR434455
  6. 6. V. AGGARWAL R. CHANDRASEKARAN and K.P.K. NAIR, Discounted Stochastic Ratio Games, S.I.A.M. J. Algebraic Discr. Meth., 1980, l, p. 201-210 Zbl0501.90095MR578323
  7. 7. V. AGGARWAL, R. CHANDRASEKARAN and K.P.K. NAIR, Non-Terminating Stochastic Ratio Games, R.A.I.R.O. Rech. Opér., 1980, 14, p.21-30. Zbl0443.90115MR568807
  8. 8. D. BLACKWELL, Discrete Dynamic Programming, Ann. of Math. Statist., 1962, 33, p.719-726. Zbl0133.12906MR149965
  9. 9. H. MINE and S. OSAKI, Markovian Decision Processes, American Elsevier Publishing Company, Inc., NewYork, 1970. Zbl0209.51601MR280188

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