Markov Renewal Programming by Linear Fractional Programming
Markov Renewal Programming by Linear Fractional Programming
复制标题
线性分数规划的马尔可夫更新规划
DOI：
10.1137/0114110
复制
发表时间：
1966
影响因子：
1.9
通讯作者：
B. Fox
中科院分区：
文献类型：
--
作者：
B. Fox
用线性分式规划处理马尔可夫更新规划。特别关注解决使单位时间预期成本最小化的捆绑政策。多链的情况下，处理的分解方法。
Markov renewal programming is treated by linear fractional programming. Particular attention is given to the resolution of tied policies that minimize expected cost per unit time. The multichain case is handled by a decomposition approach.