Denumerable semi-Markov decision chains with small interest rates

DOI10.1007/BF02055581zbMath0738.90083OpenAlexW2099271121MaRDI QIDQ1174702

Rommert Dekker, Arie Hordijk

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf02055581

zbMATH Keywords

Laurent series expansion\(K\)- dimensional queueing systemaverage and Blackwell optimalitybounded solutions to optimality equationsdenumerable state semi-Markov decision chainssmall interest ratesunbounded immediate rewards

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items

The existence of sensitive optimal policies in two multi-dimensional queueing models ⋮ Performance analysis for controlled semi-Markov systems with application to maintenance ⋮ Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies

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