Denumerable semi-Markov decision chains with small interest rates
From MaRDI portal
Publication:1174702
DOI10.1007/BF02055581zbMath0738.90083OpenAlexW2099271121MaRDI QIDQ1174702
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
Laurent series expansion\(K\)- dimensional queueing systemaverage and Blackwell optimalitybounded solutions to optimality equationsdenumerable state semi-Markov decision chainssmall interest ratesunbounded immediate rewards
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
- Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
- Finite state continuous time Markov decision processes with an infinite planning horizon
- The existence of sensitive optimal policies in two multi-dimensional queueing models
- A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity
- On the Existence of Average Optimal Policies in Semiregenerative Decision Models
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
- Optimality equations and sensitive optimality in bounded Markov decision processes1
- Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
- Monotonic and Insensitive Optimal Policies for Control of Queues with Undiscounted Costs
- Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
- Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Time-Sharing Service Systems. I
- The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms
- Sensitive Optimality Criteria in Countable State Dynamic Programming
- Optimal control of service rates in networks of queues
- Markov-Renewal Programming. I: Formulation, Finite Return Models
- Discrete Dynamic Programming
- Discounted Dynamic Programming
- Denumerable State Markovian Decision Processes-Average Cost Criterion
- Non-Discounted Denumerable Markovian Decision Models
- An Optimality Condition for Discrete Dynamic Programming with no Discounting
- Discrete Dynamic Programming with a Small Interest Rate
- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
- Markov Renewal Programs with Small Interest Rates
- Optimal decision procedures for finite markov chains. Part I: Examples
- Discrete Dynamic Programming with Unbounded Rewards
