LINEAR PROGRAMMING IN A MARKOV CHAIN

Abstract

An infinite Markov process with a finite number of states is studied in which the transition probabilities for each state range independently over sets which are either 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
Nov 23, 1959
Accession Number
AD0613719

Entities

People

  • G. B. Dantzig
  • Philip Wolfe

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Computer Science
  • Corporations
  • Equations
  • Hard Copy
  • Heuristic Methods
  • Linear Programming
  • Markov Chains
  • Markov Processes
  • Mathematics
  • New York
  • Probability
  • Simplex Method
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.