Linear programming and finite Markovian control problems. (English) Zbl 0503.90061

Mathematical Centre Tracts, 148. Amsterdam: Mathematisch Centrum. IV, 245 p. Dfl. 33.00 (1983).


90C40 Markov and semi-Markov decision processes
90C05 Linear programming
90-02 Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
91A05 2-person games
60K15 Markov renewal processes, semi-Markov processes


[1] Bellman, R.: Dynamic programming. (1957) · Zbl 0077.13605
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