Geodesic
On a linear programming problem connected with optimal stationary control in a dynamic decision problem
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 743-748 Cet article a éte moissonné depuis la source Math-Net.Ru

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An optimal stationary control problem is studied for a Markov process with a finite number of states and controls. This problem is shown to be equivalent to a special linear programming problem with the number of variables involved equal to twice the number of states. 
@article{TVP_1971_16_4_a17,
     author = {B. G. Pittel'},
     title = {On a~linear programming problem connected with optimal stationary control in a~dynamic decision problem},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {743--748},
     year = {1971},
     volume = {16},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a17/}
}
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B. G. Pittel'. On a linear programming problem connected with optimal stationary control in a dynamic decision problem. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 743-748. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a17/