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
Descriptors:
Subject Categories:
- Statistics and Probability