Research Reports from the Department of Operations
Document Type
Report
Publication Date
10-1-1968
Abstract
This paper is concerned with optimization problems which arise when one considers the design and control of systems whose basic behavior follows a Markov law. Of crucial importance is the elementary design problem which contrasted with the elementary control problem by examination of their linear programming formulations. Only linear programming formulations seem able to provide significant comparisons at the moment. Unfortunately the linear programming version of the design problem is not appealing from a computational point of view and alternative algorithms are badly needed.
Keywords
Operations research, Mathematical optimization, System design, Markov processes, Linear programming
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 123
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Evans, Richard V., "Programming in Markov Processes" (1968). Research Reports from the Department of Operations. 445.
https://commons.case.edu/wsom-ops-reports/445