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On Eaton-Zadeh’s method. (Czech) Zbl 0165.22703
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References:
[1] J. H. Eaton L. A. Zadeh: Optimal Pursuit Strategies in Discrete-State Probabilistic Systems. Journal of Basic Engineering, Ser. D 84 (březen 1962), 23-29.
[2] C. Derman: On Sequential Decisions and Markov Chains. Management Science 9 (1962), 1, 16-24. · Zbl 0995.90621
[3] A. S. Manne: Linear Programming and Sequential Decisions. Management Science 6 (1960), 3, 259-267. · Zbl 0995.90599
[4] P. Wolfe G. Dantzig: Linear Programming in a Markov Chain. Operations Research 10 (1962), 5, 702-710. · Zbl 0124.36403
[5] F. d’ Épenoux: A Probabilistic Production and Inventory Problem. Management Science 10 (1963), 1, 98-108. (Též ve francouzské versi v časopise Revue Française de Recherche Opérationelle 4 (1960))
[6] R. A. Howard: Dynamic Programming and Markov Processes. Technology Press and Wiley Press, New York 1960. · Zbl 0091.16001
[7] D. J. White: Dynamic Programming, Markov Chains and the Method of Successive Approximations. Journal of Mathem. Analysis and Applications 6 (1963), 2, 373 - 376. · Zbl 0124.36404
[8] J. Mac Queen: A Modified Dynamic Programming Method for Markovian Decision Problems. Journal of Mathem. Analysis and Applications 14 (1966), 1, 38-43. · Zbl 0141.17203
[9] G. de Ghellink: Les Problémes de Décisions Séquentielles. Cahiers du Centre d’Etudes de Recherche Opérationelle 2, (1960), 2, 161-179. · Zbl 0093.31902
[10] R. Bellman: Dynamic Programming. Princeton Univ. Press, 1957. · Zbl 0995.90618
[11] J. G. Kemeny J. L. Snell: Finite Markov Chains. Van Nostrand, New York 1960. · Zbl 0089.13704
[12] M. Klein: Inspection-Maintenance-Problem under Markovian Deterioration. Management Science 9 (1962), 1,25-32.
[13] A. Charnes W. W. Cooper: Programming with Linear Fractional Functionals. Naval Research Logistics Quarterly 9 (1962), 3, 181-186. · Zbl 0127.36901
[14] G. Dantzig: Linear Programming and Extensions. Princeton University Press, 1963. · Zbl 0108.33103
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