Some Remarks on Finite Horizon Markovian Decision Models

1 April 1965

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 13 (2) , 272-278
https://doi.org/10.1287/opre.13.2.272

Abstract

It is shown that finite horizon Markovian decision problems can be handled as linear programming problems. Thus, problems with large numbers of side constraints, which would be difficult to treat by dynamic programming methods, can be handled by linear programming methods. Fixed and random horizon problems are discussed.

Keywords

MODELS
FINITE HORIZON
REMARKS
SIDE
CONSTRAINTS
HORIZON MARKOVIAN
MARKOVIAN DECISION