AN ANALYTICAL METHOD TO CALCULATE THE ERGODIC AND DIFFERENCE MATRICES OF THE DISCOUNTED MARKOV DECISION PROCESSES

29. Kao E.P.: A preference order dynamic prgram for a stochastic traveling
solesman problem. Oper. Res., 26, 1978.

30. Lee T.C., Judge G.G., Zellner A.: Estimating the parameters of the Mar-
kov probability model from aggregate time series data. North Holland ,
Amsretdam, 1977.

31. Liggett T., Lipman S.: Stochastic Games with Perfect Information and Time
Average Payoff. SIAM Review, 11, 1969.

32. Meridith J.: A Markovian analysis of a geriatric wards. Man. Science 19,
1973.

33. Mertens J.F.: Stochastic Games . In R.J. Aumann and S.Hart, editors.
Handbook of Game Theory with Economic Application. North-Holland,
Amsterdam, 1992.

34. Puterman M., Shin M.: Modified policy iterration algorithm for discounted
Markov decision problems. Man. Science, 24, 1978.

35. Puterman M.L.: Markov Decision Processes: Discrete Stochastic Dynamic
Programming. John Wiley, New York, 1994.

36. Shapley L.S.: Stochastic Games.Proceedings National Acad. Of Science,
USA, 39, 1953.

37. Van Der Wal J.: Discounted Markov Games: Successive Approximations
and Stopping Times. Internationale Journal of Game Theory. 6, 1977.

38. Van Der Wal J.: Stochastic Dynamic Programming, Successive Approxi-
mation and Nearly Optimal Solutions for Markov Decision Processes and
Markov Games. Technical Report. 1981.

39. Vorob’iov N.N.: Game Theory. Lectures for Economists and Systems Scien-
tists. Springer-Verlag, Berlin, 1977.

40. Vrize O.J.: Linear Programming and Undiscounted Stochastic Games. OR
Spectrum, 3, 1981.

41. White D.J.: Real Applications of Markov Decision Processes. Interfaces,
15 (6), 1985.

42. White D.J.: Markov Decision Processes. John Wiley, Chichester, 1993.

17

<<   14   15   16   17  

More intriguing information