A. Hordijk

发表

Dynamic programming and Markov potential theory

Arie Hordijk, A. Hordijk, 1974 .

Linear Programming and Markov Decision Chains

A. Hordijk, L. Kallenberg, 1979 .

Discrete time methods for simulating continuous time Markov chains

D. Iglehart, A. Hordijk, R. Schassberger, 1976, Advances in Applied Probability.

Denumerable state semi-markov decision processes with unbounded costs, average cost criterion : (preprint)

A. Federgruen, A. Hordijk, H. Tijms, 1979 .

LARGE DEVIATIONS BOUNDS FOR FACE-HOMOGENEOUS RANDOM WALKS IN THE QUARTER-PLANE

A. Hordijk, N. Popov, 2003, Probability in the Engineering and Informational Sciences.

On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network

A. Hordijk, F. Spieksma, 1992, Advances in Applied Probability.

A MODIFIED FORM OF THE ITERATIVE METHOD OF DYNAMIC PROGRAMMING

A. Hordijk, H. Tijms, 1975 .

Weak convergence for generalized semi-Markov processes

A. Hordijk, R. Schassberger, 1982 .

The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model : (prepublication)

P. Schweitzer, A. Hordijk, H. Tijms, 1975 .

Stochastic inequalities for an overflow model

A. Hordijk, Ad Ridder, 1987, Journal of Applied Probability.

Constrained admission control to a queueing system

A. Hordijk, F. Spieksma, 1989, Advances in Applied Probability.

Constrained Undiscounted Stochastic Dynamic Programming

Arie Hordijk, Lodewijk C. M. Kallenberg, A. Hordijk, 1984, Math. Oper. Res..

On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case

Martin L. Puterman, Arie Hordijk, M. Puterman, 1987, Math. Oper. Res..

SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS

A. Hordijk, B. Heidergott, M. V. Uitert, 2007, Probability in the Engineering and Informational Sciences.

Sensitivity-analysis in discounted Markovian decision problems

Rommert Dekker, Arie Hordijk, Lodewijk C. M. Kallenberg, 1985 .

A Simplex-Like Algorithm to Compute a Blackwell-Optimal Policy

A. Hordijk, L. Kallenberg, R. Dekker, 1983 .

On the convergence of moments in stationary markov chains : (prepublication)

A. Hordijk, P. J. Holewijn, 1974 .

A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices : (preprint)

A. Federgruen, A. Hordijk, H. Tijms, 1978 .

Regenerative Markov decision models

A. Hordijk, 1976 .

On a Conjecture of Iglehart

A. Hordijk, H. Tijms, 1975 .

Convergence results and approximations for optimal (s,s) policies

A. Hordijk, H. Tijms, 1974 .

On the optimality of ( s , S )-policies in continuous review inventory models

A. Hordijk, F. D. D. Schouten, 1986 .

Discrete-Event Control of Stochastic Networks - Multimodularity and Regularity

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2004, Lecture notes in mathematics.

Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model

A. Hordijk, F. A. van der Duyn Schouten, 1983, Advances in Applied Probability.

Taylor series expansions for stationary Markov chains

A. Hordijk, B. Heidergott, 2003, Advances in Applied Probability.

Applications of Borovkov's Renovation Theory to Non-Stationary Stochastic Recursive Sequences and Their Control

E. Altman, A. Hordijk, 1997, Advances in Applied Probability.

Denumerable semi-Markov decision chains with small interest rates

Rommert Dekker, Arie Hordijk, A. Hordijk, 1991 .

Average and blackwell optimal policies in denumerable Markov decision chains

A. Hordijk, 1986, 1986 25th IEEE Conference on Decision and Control.

Open-loop routeing to M parallel servers with no buffers

Eitan Altman, Sandjai Bhulai, Bruno Gaujal, 2000, Journal of Applied Probability.

Optimal Routing Problems and Multimodularity

Eitan Altman, Sandjai Bhulai, Bruno Gaujal, 1999 .

Simplex convexity, with application to open loop stochastic control in networks

E. Altman, A. Hordijk, B. Gaujal, 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

The Rate of Growth of Sample Maxima

A. Hordijk, L. Haan, 1972 .

COMPARISON OF QUEUES WITH DIFFERENT DISCRETE-TIME ARRIVAL PROCESSES

A. Hordijk, 2001, Probability in the Engineering and Informational Sciences.

Regular Ordering and Applications in Control Policies

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2002, Discret. Event Dyn. Syst..

Time-discretization for controlled Markov processes. II. A jump and diffusion application

Arie Hordijk, Nico M. van Dijk, A. Hordijk, 1996, Kybernetika.

Are limits of discounted optimal policies Blackwell optimal? A counter example

A. Hordijk, F. Spieksma, 1989 .

Weak convergence of decision processes

Arie Hordijk, F. A. van der Duyn Schouten, A. Hordijk, 1980 .

ON THE EXISTENCE OF THE PUISEUX EXPANSION OF THE DISCOUNTED REWARDS: A COUNTEREXAMPLE

A. Hordijk, F. Spieksma, O. Passchier, 1999, Probability in the Engineering and Informational Sciences.

Selection of order of observation in optimal stopping problems

A. Hordijk, T. Hill, 1985, Journal of Applied Probability.

Time-discretization for controlled Markov processes. I. General approximation results

Arie Hordijk, Nico M. van Dijk, A. Hordijk, 1996, Kybernetika (Praha).

On the optimal policy for deterministic and exponential polling systems

A. Hordijk, B. Gaujal, D. V. D. Laan, 2005 .

On the convergence of the average expected return in dynamic progralIDiling

A. Hordijk, 2006 .

A criterion for the existence of invariant probability measures in markov processes : (prepublication)

A. Hordijk, P. vanGoethem, 1973 .

The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model

P. Schweitzer, A. Hordijk, H. Tijms, 1975, Journal of Applied Probability.

Insensitive bounds for the stationary distribution of non-reversible Markov chains

A. Hordijk, Ad Ridder, 1988, Journal of Applied Probability.

A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices

A. Federgruen, A. Hordijk, H. Tijms, 1978, Journal of Applied Probability.

Stochastic inequalities for queueing networks

Arie Hordijk, Ad Ridder, A. Hordijk, 1986 .

The technique of optimal stopping applied to a sequential sampling problem

van Km Kees Hee, Arie Hordijk, A. Hordijk, 1975 .

A sufficient condition for the existence of an optimal policy with respect to the average cost criterion in markovian decision processes : Prepublication

Arie Hordijk, A. Hordijk, 1971 .

Insensitivity for Stochastic Networks

Arie Hordijk, A. Hordijk, 1983, Computer Performance and Reliability.

A counterexample in discounted dynamic programming

Arie Hordijk, Henk Tijms, A. Hordijk, 1972 .

The Stochastic Optimality of SEPT in Parallel Machine Scheduling

Gideon Weiss, Cheng-Shang Chang, Arie Hordijk, 1994, Probability in the Engineering and Informational Sciences.

Proceedings of the 8th International Workshop On Discrete Event Systems

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2006 .

Proceedings of the International Workshop on Computer Performance and Reliability

Arie Hordijk, Pierre-Jacques Courtois, Giuseppe G. Iazeolla, 1983 .

Markov Decision Chains

Arie Hordijk, G. Y. Nieuwland, A. Hordijk, 1996 .

Discretization procedures for continuous time decision processes

Arie Hordijk, F. A. van der Duyn Schouten, Jaroslav Kožešník, 1979 .

Approximating Sensitive Queueing Networks by Reversible Markov Chains

Arie Hordijk, Ad Ridder, A. Hordijk, 1987, Computer Performance and Reliability.

On the convergence of the average expected return in dynamic programming

Arie Hordijk, A. Hordijk, 1974 .

Convergent dynamic programming : (prepublication)

Arie Hordijk, A. Hordijk, 1975 .

Perturbation analysis of waiting times in the G/G/1 queue

A. Hordijk, B. Heidergott, H. Leahu, 2012, Discrete Event Dynamic Systems.

Bounds On Perturbation For DES

A. Hordijk, B. Heidergott, H. Leahu, 2006, 2006 8th International Workshop on Discrete Event Systems.

The asymptotic behaviour of the minimal total expected cost in denumerable state dynamic programming and an application in inventory theory

A. Hordijk, H. Tijms, 1973 .

Measure-valued differentiation for the cycle cost performance in the G/G/1 queue in the presence of heavy-tailed distributions

A. Hordijk, B. Heidergott, 2009 .

Series Expansions for Continuous-Time Markov Processes

Arie Hordijk, Bernd Heidergott, Nicole Leder, 2010, Oper. Res..

Sensitivity-analysis in discounted Markovian decision problems

A. Hordijk, A. Hordijk, L. Kallenberg, 1985 .

The unbalance and bounds on the average waiting time for periodic routing to one queue

Arie Hordijk, Dinard van der Laan, A. Hordijk, 2004, Math. Methods Oper. Res..

On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes

Ger Koole, Arie Hordijk, A. Hordijk, 1993, Advances in Applied Probability.

Successive approximations for convergent dynamic programming

van der J Jan Wal, van Km Kees Hee, Arie Hordijk, 1977 .

Technical Note - The Method of Successive Approximations and Markovian Decision Problems

Arie Hordijk, Henk C. Tijms, A. Hordijk, 1974, Oper. Res..

ON THE OPTIMAL OPEN-LOOP CONTROL POLICY FOR DETERMINISTIC AND EXPONENTIAL POLLING SYSTEMS

Bruno Gaujal, Arie Hordijk, Dinard van der Laan, 2007, Probability in the Engineering and Informational Sciences.

Discretization and Weak Convergence in Markov Decision Drift Processes

Arie Hordijk, Frank A. Van der Duyn Schouten, A. Hordijk, 1984, Math. Oper. Res..

Zero-sum Markov games and worst-case optimal control of queueing systems

Eitan Altman, Arie Hordijk, E. Altman, 1995, Queueing Syst. Theory Appl..

On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains

Rommert Dekker, Arie Hordijk, Flos Spieksma, 1994, Math. Oper. Res..

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

Rommert Dekker, Arie Hordijk, A. Hordijk, 1992, Math. Oper. Res..

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

Rommert Dekker, Arie Hordijk, A. Hordijk, 1991 .

Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints

Arie Hordijk, Lodewijk C. M. Kallenberg, A. Hordijk, 1984, Math. Program..

Sensitive Optimality Criteria in Countable State Dynamic Programming

Karel Sladký, Arie Hordijk, A. Hordijk, 1977, Math. Oper. Res..

An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory

Arie Hordijk, Bernd Heidergott, Nicole Leder, 2010, Oper. Res..

Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards

Arie Hordijk, Alexander Yushkevich, A. Hordijk, 1999, Math. Methods Oper. Res..

Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards

Arie Hordijk, Rommert Dekker, A. Hordijk, 1988, Math. Oper. Res..

RECURRENCE CONDITIONS IN DENUMERABLE STATE MARKOV DECISION PROCESSES

Awi Federgruen, Arie Hordijk, Henk Tijms, 1977 .

Analysis of a Customer Assignment Model with No State Information

Ger Koole, Arie Hordijk, J. A. Loeve, 1994, Probability in the Engineering and Informational Sciences.

On the Optimality of the Generalized Shortest Queue Policy

Ger Koole, Arie Hordijk, A. Hordijk, 1990, Probability in the Engineering and Informational Sciences.

On the Assignment of Customers to Parallel Queues

Ger Koole, Arie Hordijk, A. Hordijk, 1992, Probability in the Engineering and Informational Sciences.

On the value function in constrained control of Markov chains

Eitan Altman, Arie Hordijk, Lodewijk C. M. Kallenberg, 1996, Math. Methods Oper. Res..

Semi-markov strategies in stochastic games

Arie Hordijk, O. J. Vrieze, G. L. Wanrooij, 1983 .

Fluid approximation of a controlled multiclass tandem network

Arie Hordijk, A. Gajrat, A. Hordijk, 2000, Queueing Syst. Theory Appl..

On the structure of the optimal server control for fluid networks

Arie Hordijk, S. Gajrat, A. Hordijk, 2005, Math. Methods Oper. Res..

Multimodularity, Convexity, and Optimization Properties

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2000, Math. Oper. Res..

Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards

A. Hordijk, E. Altman, F. M. Spieksma, 1997, Math. Oper. Res..

Linear programming formulation of MDPs in countable state space: The multichain case

Jean B. Lasserre, Arie Hordijk, A. Hordijk, 1994, Math. Methods Oper. Res..

Balanced sequences and optimal routing

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2000, JACM.

DISCRETE SCATTERING AND SIMPLE AND NONSIMPLE FACE-HOMOGENEOUS RANDOM WALKS

A. Hordijk, F. Spieksma, N. Popov, 2008, Probability in the Engineering and Informational Sciences.

Discrete scattering and simple non-simple face-homogeneous random walks

A. Hordijk, Nikolay, 2005 .

A simple proof of the equivalence of the limiting distributions of the continuous-time and the embedded process of the queue size in the m/g/1 queue

H. C. Tijms, A. Hordijk, A. Hordijk, 1976 .

Analysis of a finite-source customer assignment model with no state information

Anneke Loeve, Arie Hordijk, Jeroen Tiggelman, 1998, Math. Methods Oper. Res..

Networks of queues

Arie Hordijk, Nico M. van Dijk, A. Hordijk, 1984 .

Stationary Probabilities for Networks of Queues

Arie Hordijk, N. van Dijk, A. Hordijk, 1982 .