Accession Number:

AD0613719

Title:

LINEAR PROGRAMMING IN A MARKOV CHAIN

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1959-11-23

Pagination or Media Count:

22.0

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE