Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model

DOI10.1007/S00186-009-0284-7zbMath1177.93102OpenAlexW2044274945MaRDI QIDQ1044219

Jens Winter, Ulrich Rieder

Publication date: 11 December 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-009-0284-7

zbMATH Keywords

MDPfilter processgeneralized Hamilton-Jacobi-Bellman equationMarkovian jump processparallel queueingstochastic control problem with partial information

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20)

Related Items (10)

Analysis and optimization of a controlled model for a closed queueing network ⋮ Application of optimal filtering methods for on-line of queueing network states ⋮ Optimal channel choice for lossy data flow transmission ⋮ PROBLEMS OF DIFFERENTIAL AND TOPOLOGICAL DIAGNOSTICS. PART 5. THE CASE OF TRAJECTORIAL MEASUREMENTS WITH ERROR ⋮ PROBLEMS OF DIFFERENTIAL AND TOPOLOGICAL DIAGNOSTICS. PART 6. STATISTICAL SOLVING OF THE PROBLEM OF DIFFERENTIAL DIAGNOSTICS ⋮ PROBLEMS OF DIFFERENTIAL AND TOPOLOGICAL DIAGNOSTICS. PART 4. THE CASE OF EXACT TRAJECTORIAL MEASUREMENTS ⋮ State Estimation in Partially Observed Stochastic Networks with Queueing Applications ⋮ PROBLEMS OF DIFFERENTIAL AND TOPOLOGICAL DIAGNOSTICS. PART 1. MOTION EQUATIONS AND CLASSIFICATION OF MALFUNCTIONS ⋮ PROBLEMS OF DIFFERENTIAL AND TOPOLOGICAL DIAGNOSTICS. PART II. PROBLEM OF DIFFERENTIAL DIAGNOSTICS ⋮ PROBLEMS OF DIFFERENTIAL AND TOPOLOGICAL DIAGNOSTICS. PART 3. THE CHECKING PROBLEM

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