An application of Lemke's method to a cl
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Nobuo Matsubayashi; Hisakazu Nishino
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Article
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1999
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Elsevier Science
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English
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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