[3] R. Bellman:
Introduction to Matrix Analysis. McGraw Hill, New York 1960. Second edition 1970.
MR 0258847 |
Zbl 0124.01001
[4] B. W. Brown:
On the Iterative Method of Dynamic Programming in a Finite Space Discrete Time Markov Processes. Ann. Math. Stat. 36 (1965), 4, 1279-1285.
MR 0176871
[5] F. R. Gantmakher: Teoriya matric. Second edition. Nauka, Moscow 1966.
[6] R. A. Howard:
Dynamic Programming and Markov Processes. Technology Press and Wiley Press, New York 1960.
MR 0118514 |
Zbl 0091.16001
[7] R. A. Howard J. E. Matheson:
Risk-sensitive Markov Decision Prccesses. Manag. Sci. 18 (1972), 7, 357-369.
MR 0292497
[8] E. Lanery:
Étude asymptotique des systèmes Markoviens à commande. Rev. Franc. Inf. Rech. Oper. 3 (1967), 1, 3-56.
MR 0226950 |
Zbl 0159.48804
[9] P. Mandl E. Seneta:
The Theory of Non-Negative Matrices in a Dynamic Programming Problem. Austral. J. Stat. 11 (1969), 2, 85-96.
MR 0411642
[10] P. Mandl:
Decomposable Non-Negative Matrices in a Dynamic Programming Problem. Czech. Math. J. 20 (1970), 3, 504-510.
MR 0264978 |
Zbl 0209.22902
[11] A. M. Ostrowski: Solution of Equations and System of Equations. Academic Press, New York 1960.
[12] U. G. Rothblum:
Algebraic Eigenspaces of Nonnegative Matrices. Linear Algebra Applic. 72 (1975), 281-292.
MR 0404298 |
Zbl 0321.15010
[13] U. G. Rothblum: Multiplicative Markov Decision Chains. PhD Dissertation, Dept. Oper. Res., Stanford Calif. 1974.
[14] U. G. Rothblum:
Normalized Markov Decision Chains II - Optimality of Nonstationary Policies. SIAM J. Control. Optim. 15 (1977), 2, 221-232.
MR 0437085 |
Zbl 0367.90118
[15] P. J. Schweitzer A. Federgruen:
The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems. Mathem. Oper. Res. 2 (1977), 4, 360-381.
MR 0465243
[16] K. Sladký:
On Dynamic Programming Recursion for Multiplicative Markov Decision Chains. Math. Progr. Study 6 (1976), 216-226.
MR 0452725
[17] K. Sladký: Successive Approximation Methods for Dynamic Programming Models. In: Proceedings of the Third Formator Symposium on the Analysis of Largs-Scale Systems. (L. Bakule, J. Beneš, eds.) Academia, Prague 1979.
[18] K. Sladký: Bounds on Discrete Dynamic Programming Recursions II - Polynomial Bounds on Problems with Block-Triangular Structure. Submitted to Kybernetika.
[19] K. Sladký: On Functional Equations of Discrete Dynamic Programming with Non-Negative Matrices. Research Report No. 900, Institute of Information Theory and Automation, Prague 1978.
[20] A. F. Veinott, Jr.:
Discrete Dynamic Programming with Sensitive Discount Optimality Criteria. Ann. Math. Stat. 40 (1969), 5,1635-1660.
MR 0256712 |
Zbl 0183.49102
[21] W. H. M. Zijms: On Nonnegative Matrices in Dynamic Programming I. Memorandum Cosor 79-10, Eindhoven University of Technology, Eindhoven 1979.
[22] W. H. M. Zijms: Maximizing the Growth of the Utility Vector in a Dynamic Programming Model. Memorandum Cosor 79-11, Eindhoven University of Technology, Eindhoven 1979.