A NEW SPECIFICATION OF THE MULTICHAIN POLICY ITERATION ALGORITHM IN UNDISCOUNTED MARKOV RENEWAL PROGRAMS

被引：1

作者：

FEDERGRUEN, A ^{[1
]}

SPREEN, D ^{[1
]}

机构：

[1] RHEIN WESTFAL TH AACHEN,DEPT MATH & COMP SCI,D-5100 AACHEN,FED REP GER

来源：

MANAGEMENT SCIENCE | 1980年 / 26卷 / 12期

关键词：

D O I：

10.1287/mnsc.26.12.1211

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1211 / 1217

页数：7

共 10 条

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FOX, BL .

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[6] AN ALGORITHM FOR IDENTIFYING ERGODIC SUBCHAINS AND TRANSIENT STATES OF A STOCHASTIC MATRIX [J].

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[8] MARKOV-RENEWAL PROGRAMMING .1. FORMULATION, FINITE RETURN MODELS [J].

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[9]

Schweitzer P. J., 1978, Mathematics of Operations Research, V3, P308, DOI 10.1287/moor.3.4.308

[10] FOOLPROOF CONVERGENCE IN MULTICHAIN POLICY ITERATION [J].

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JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1978, 64 (02) :360-368

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