Kallenberg, L. C. M. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 58 Documents MSC: 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 Keywords:stationary Markov deterministic rules; expected discounted return; total return; average return; various performance measures; equivalent linear programming formulations; algorithms; existence of optimal policies; semi-Markov decision processes; bias optimality; two-person zero-sum Markov games; transient policy; transient dynamic programming problem; contracting dynamic programming problem; policy elimination; stochastic matrices PDF BibTeX XML OpenURL References:  Bellman, R.: Dynamic programming. (1957) · Zbl 0077.13605 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.