On Linear Programming in a Markov Decision Problem

1 January 1970

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science

Vol. 16 (5), 281-288
https://doi.org/10.1287/mnsc.16.5.281

Abstract

This paper treats a Markov decision problem with an infinite planning horizon and no discounting. This model is analyzed by application, perhaps repeated, of a simple linear program.

Keywords

MODEL
LINEAR PROGRAM
INFINITE
REPEATED
HORIZON
MARKOV DECISION PROBLEM
NO DISCOUNTING

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