Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 743-748
Citer cet article
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/
@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/}
}
TY - JOUR
AU - B. G. Pittel'
TI - On a linear programming problem connected with optimal stationary control in a dynamic decision problem
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1971
SP - 743
EP - 748
VL - 16
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a17/
LA - ru
ID - TVP_1971_16_4_a17
ER -
%0 Journal Article
%A B. G. Pittel'
%T On a linear programming problem connected with optimal stationary control in a dynamic decision problem
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 743-748
%V 16
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a17/
%G ru
%F TVP_1971_16_4_a17
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.
