An algorithm for a dynamic programming model of fractional flows

An algorithm for a dynamic programming model of fractional flows

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Article ID: iaor1988257
Country: United States
Volume: 13
Issue: 4
Start Page Number: 711
End Page Number: 722
Publication Date: Nov 1988
Journal: Mathematics of Operations Research
Authors:
Abstract:

In an earlier paper, the author introduced an n-dimensional dynamic programming model of fractional flows, characterized its solutions under general conditions, and developed methods for their computation. The latter, which resemble algorithms for n-state Markovian decision processes, break down when the costs are undiscounted and the flow matrices are nontransient. Here, an algorithm is presented that computes many of the quantities of interest more efficiently under milder assumptions. In addition, some of our earlier results for the undiscounted case are extended to models with nontransient flow matrices.

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