Markov ratio decision processes. (English) Zbl 0326.90064


90C40 Markov and semi-Markov decision processes
60J99 Markov processes
Full Text: DOI


[1] Howard, R. A.,Dynamic Programming and Markov Processes, Technology Press & John Wiley and Sons, New York, New York, 1960. · Zbl 0091.16001
[2] Wolfe, P., andDantzig, G. B.,Linear Programming in a Markov Chain, Operations Research, Vol. 10, pp. 702-710, 1962. · Zbl 0124.36403
[3] Derman, C.,On Sequential Decisions and Markov Chains, Management Science, Vol. 9, pp. 16-24, 1962. · Zbl 0995.90621
[4] Aggarwal, V. V.,Bimatrix Markovian Decision Processes and Stochastic Ratio Games, Case Western Reserve University, Cleveland, Ohio, PhD Thesis, 1973.
[5] Fox, B.,Markov Renewal Programming by Linear Fractional Programming, SIAM Journal on Applied Mathematics, Vol. 14, pp. 1418-1432, 1966. · Zbl 0154.45003
[6] Jewell, W. S.,Markov Renewal Programming: II, Infinite Return Models, Examples, Operations Research, Vol. 11, pp. 949-971, 1963. · Zbl 0126.15905
[7] Charnes, A., andCooper, W. W.,Programming with Linear Fractional Functionals, Naval Research Logistics Quarterly, Vol. 9, pp. 181-186, 1962. · Zbl 0127.36901
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.