Linear Programming in a Markov Chain

Notes on Linear Programming and Extensions — Part 59

George Bernard Dantzig, Philip S. Wolfe

ResearchPublished 1962

A study concerned with an infinite Markov process with a finite number of states in which the transition probabilities for each stage range independently over sets that either are finite or are convex polyhedra. A finite computational procedure is given for choosing those transition probabilities which minimize appropriate functions of the resulting equilibrium probabilities.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1962
  • Print Format: Paperback
  • Paperback Pages: 31
  • Paperback Price: $15.00
  • DOI: https://doi.org/10.7249/RM2957-PR
  • Document Number: RM-2957-PR

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RAND Style Manual
Dantzig, George Bernard and Philip S. Wolfe, Linear Programming in a Markov Chain: Notes on Linear Programming and Extensions — Part 59, RAND Corporation, RM-2957-PR, 1962. As of October 11, 2024: https://www.rand.org/pubs/research_memoranda/RM2957-PR.html
Chicago Manual of Style
Dantzig, George Bernard and Philip S. Wolfe, Linear Programming in a Markov Chain: Notes on Linear Programming and Extensions — Part 59. Santa Monica, CA: RAND Corporation, 1962. https://www.rand.org/pubs/research_memoranda/RM2957-PR.html. Also available in print form.
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