Constrained Undiscounted Stochastic Dynamic Programming. - Arie Hordijk; Lodewijk C. M. Kallenberg (Math. Oper. Res., 1984)

Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints. - Arie Hordijk; Lodewijk C. M. Kallenberg (Math. Program., 1984)

A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index. - Lodewijk C. M. Kallenberg (Math. Oper. Res., 1986)

Variance-Penalized Markov Decision Processes. - Jerzy A. Filar; Lodewijk C. M. Kallenberg; Huey-Miin Lee (Math. Oper. Res., 1989)

Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory. - Lodewijk C. M. Kallenberg (Math. Methods Oper. Res., 1994)

Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications. - Lodewijk C. M. Kallenberg (Math. Methods Oper. Res., 1994)

On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs. - Ying Huang; Lodewijk C. M. Kallenberg (Math. Oper. Res., 1994)

On the value function in constrained control of Markov chains. - Eitan Altman; Arie Hordijk; Lodewijk C. M. Kallenberg (Math. Methods Oper. Res., 1996)

Special issue in honor of Arie Hordijk Editorial introduction. - Lodewijk C. M. Kallenberg; Ger Koole; Flos Spieksma (Math. Methods Oper. Res., 2005)

Derman's book as inspiration: some results on LP for MDPs. - Lodewijk C. M. Kallenberg (Ann. Oper. Res., 2013)