scientific article; zbMATH DE number 1014735

zbMath0874.93095MaRDI QIDQ4338427

Arie Hordijk, Nico M. van Dijk

Publication date: 3 July 1997

Full work available at URL: https://eudml.org/doc/27333

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programmingdifference methodoptimal costinfinite server queuecontrolled Markov processes

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

Cites Work

• On the Convergence of the Discrete Time Dynamic Programming Equation for General Semigroups
• Stochastic Cash Management with Fixed and Proportional Transaction Costs
• Optimal control of the service rate in an M/G/1 queueing system
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• Discrete Approximation of Continuous Time Stochastic Control Systems

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