Optimal control of random walks, birth and death processes, and queues

DOI10.2307/1426467zbMath0446.60062OpenAlexW2068466946MaRDI QIDQ3891525

Richard F. Serfozo

Publication date: 1981

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426467

zbMATH Keywords

dynamic programmingsupermodularityMarkov decision processrandom walkbirth and death processmonotone optimal policy

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Markov and semi-Markov decision processes (90C40)

Related Items (22)

Continuous-time controlled Markov chains. ⋮ Control and scheduling in a two-station queueing network: Optimal policies and heuristics ⋮ Optimization of queuing system via stochastic control ⋮ Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information ⋮ Discrete-time switching control in random walks ⋮ Scheduling service in tandem queues attended by a single server ⋮ Optimal arrival rate and service rate control of multi-server queues ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Control of \(M|M|1|N\) queue parameters under constraints ⋮ Optimal control problem regularization for the Markov process with finite number of states and constraints ⋮ Birth and Death (BDP) Process Models with Applications ⋮ Architecture and robustness tradeoffs in speed-scaled queues with application to energy management ⋮ Optimal management of cross-trained workers in services with negligible switching costs ⋮ Methods to design optimal control of Markov process with finite state set in the presence of constraints ⋮ A queueing control model for retail services having back room operations and cross-trained workers ⋮ On the optimality of threshold control in queues with model uncertainty ⋮ Optimal control of the service rate of an exponential queuing network using Markov decision theory ⋮ Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates ⋮ On signalling and estimation limits for molecular birth-processes ⋮ On the Optimality of Trunk Reservation in Overflow Processes ⋮ Stochastic Comparative Statics in Markov Decision Processes ⋮ Control of the service process in a queueing system

This page was built for publication: Optimal control of random walks, birth and death processes, and queues