Forward Recursion for Markov Decision Processes with Skip-Free-to-the-Right Transitions, Part I: Theory and Algorithm

DOI10.1287/moor.11.2.295zbMath0599.90127OpenAlexW2123960637MaRDI QIDQ3735510

Jacob Wijngaard, Shaler jun. Stidham

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1287/moor.11.2.295

zbMATH Keywords

optimal policycountable state spaceaverage-rewardmaximal total expected reward

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Dynamic admission and service rate control of a queue ⋮ Optimal policies for production-clearing systems under continuous-review ⋮ Sample-path analysis of processes with imbedded point processes

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