On Linear Programming in a Markov Decision Problem

Eric V. Denardo
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Eric V. Denardo: Yale University

Management Science, 1970, vol. 16, issue 5, 281-288

Abstract: This paper treats a Markov decision problem with an infinite planning horizon and no discounting. This model is analyzed by application, perhaps repeated, of a simple linear program.

Date: 1970
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:16:y:1970:i:5:p:281-288

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