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Markov ratio decision processes. (English) Zbl 0326.90064


MSC:

90C40 Markov and semi-Markov decision processes
60J99 Markov processes
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References:

[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
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