Accession Number:

AD0706896

Title:

ACCELERATED PROCEDURES FOR THE SOLUTION OF DISCRETE MARKOV CONTROL PROBLEMS,

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s):

Report Date:

1970-05-01

Pagination or Media Count:

25.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE