LINEAR PROGRAMMING IN A MARKOV CHAIN. NOTES ON LINEAR PROGRAMMING AND EXTENSIONS. PART 59
RAND CORP SANTA MONICA CA
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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.
- Operations Research