The problem is formulated as a Markov decision problem that can be solved via linear programming. The paper shows how to calculate (or estimate) the state-contingent prices that are used to value the ...

Mokhtar S. Bazaraa, Aziz Bouzaher, A Linear Goal Programming Model for Developing Economies with an Illustration from the Agricultural Sector in Egypt, Management Science, Vol. 27, No. 4 (Apr., 1981), ...