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An application of Lemke's method to a class of Markov decision problems

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  • Matsubayashi, Nobuo
  • Nishino, Hisakazu

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  • Matsubayashi, Nobuo & Nishino, Hisakazu, 1999. "An application of Lemke's method to a class of Markov decision problems," European Journal of Operational Research, Elsevier, vol. 116(3), pages 584-590, August.
    • Handle: RePEc:eee:ejores:v:116:y:1999:i:3:p:584-590
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    References listed on IDEAS

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    1. Dimitri P. Bertsekas & John N. Tsitsiklis, 1991. "An Analysis of Stochastic Shortest Path Problems," Mathematics of Operations Research, INFORMS, vol. 16(3), pages 580-595, August.
    2. Harilaos N. Psaraftis & John N. Tsitsiklis, 1993. "Dynamic Shortest Paths in Acyclic Networks with Markovian Arc Costs," Operations Research, INFORMS, vol. 41(1), pages 91-101, February.
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    Cited by:

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    2. Bomze, Immanuel M., 2012. "Copositive optimization – Recent developments and applications," European Journal of Operational Research, Elsevier, vol. 216(3), pages 509-520.
    3. Liu, Zhenya & Zhan, Yaosong, 2022. "Investor behavior and filter rule revisiting," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).

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