(g, w)--Optima in Markov Renewal Programs

Bennett Fox
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Bennett Fox: The RAND Corporation, Santa Monica, California

Management Science, 1968, vol. 15, issue 3, 210-212

Abstract: Policies nearly optimal for small discount rates (more precisely, (g, w)--optimal policies) are found for completely ergodic Markov Renewal Programs by linear programming.

Date: 1968
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