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Decomposition for the control of Markovian processes. (English. Russian original) Zbl 0518.90094

Cybernetics 18, 383-389 (1982); translation from Kibernetika 1982, No. 3, 98-103 (1982).

MSC:

90C40 Markov and semi-Markov decision processes
90C06 Large-scale problems in mathematical programming
65K05 Numerical mathematical programming methods
90C05 Linear programming
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References:

[1] H. Mine and S. Osaki, Markovian Decision Processes, Elsevier, New York (1970).
[2] G. B. Dantzig and P. Wolfe, ?The decomposition algorithm for linear programming,? Econometrica,9, No. 4, 113?120 (1961). · Zbl 0104.14305
[3] L. S. Lasdon, Optimization Theory for Large Systems, Macmillan, New York (1970). · Zbl 0224.90038
[4] R. A. Howard, Dynamic Programming and Markov Processes, MIT Press, Cambridge, Mass. (1960). · Zbl 0091.16001
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