LINEAR PROGRAMMING IN A MARKOV CHAIN. NOTES ON LINEAR PROGRAMMING AND EXTENSIONS. PART 59

Abstract

An infinite Markov process with a finite number of states is considered in which the transition probabilities for each stage range independently over sets that either are finite or are convex polyhedra. A finite computational procedure is given for choosing those transition probabilities which minimize appropriate functions of the resulting equilibrium probabilities.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1962
Accession Number
AD0274595

Entities

People

  • G. B. Dantzig
  • Philip Wolfe

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computations
  • Computer Programming
  • Equations
  • Government Procurement
  • Inequalities
  • Linear Programming
  • Markov Chains
  • Markov Processes
  • Mathematics
  • Military Research
  • Operations Research
  • Probability
  • Simplex Method
  • United States

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Graph Algorithms and Convex Optimization.
  • Statistical inference.