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A note on A complementary variant of Lemke's method

โœ Scribed by C. B. Garcia

Publisher
Springer-Verlag
Year
1976
Tongue
English
Weight
115 KB
Volume
10
Category
Article
ISSN
0025-5610

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This paper presents an application of Lemke's method to a class of Markov decision problems, appearing in the optimal stopping problems, and other well-known optimization problems. We consider a special case of the Markov decision problems with ยฎnitely many states, where the agent can choose one of