A new method of proving structural properties for certain class of stochastic dynamic control problems

DOI10.1016/j.orl.2010.05.008zbMath1202.93148OpenAlexW2097377130MaRDI QIDQ613358

Weifen Zhuang, Michael Z. F. Li

Publication date: 20 December 2010

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2010.05.008

zbMATH Keywords

structural propertiesmultimodularitystochastic dynamic control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cites Work

• Structural results for the control of queueing systems using event-based dynamic programming
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• Monotone Optimal Control of Permutable GSMPs
• Optimal Dynamic Scheduling Policy for a Make-To-Stock Production System
• Monotonicity in Markov Reward and Decision Chains: Theory and Applications

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