ACCELERATED PROCEDURES FOR THE SOLUTION OF DISCRETE MARKOV CONTROL PROBLEMS,

Abstract

Accelerated procedures for computing optimal controls for a Markov chain model are discussed, and numerical results are presented. For the example, one of the methods described gave a 10 fold decrease in computation time over a more usual procedure of dynamic programming. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1970
Accession Number
AD0706896

Entities

People

  • A. J. Kleinmen
  • Harold J. Kushner

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Computations
  • Computer Programming
  • Dynamic Programming
  • Markov Chains
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research
  • Systems Analysis and Design