Accession Number:

AD0274595

Title:

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

Descriptive Note:

Memorandum

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1962-04-01

Pagination or Media Count:

30.0

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE