论文信息 - Uniformization for semi-Markov decision processes under stationary policies

Uniformization for semi-Markov decision processes under stationary policies

Generalisation de l'uniformisation pour obtenir aussi des resultats consistants pour des politiques stationnaires. Application de ces resultats a l'optimisation sous contrainte de processus de decision semi-markoviens dans lesquels les politiques stationnaires apparaissent naturellement

Keith W. Ross | Frederick J. Beutler | F. Beutler | K. Ross

[1] Zvi Rosberg,et al. Optimal control of service in tandem queues , 1982 .

[2] B. Hajek. Optimal control of two interacting service stations , 1982, 1982 21st IEEE Conference on Decision and Control.

[3] F. Beutler,et al. Optimal policies for controlled markov chains with a constraint , 1985 .

[4] Vivek S. Borkar,et al. Controlled Markov Chains and Stochastic Networks , 1983 .

[5] Steven A. Lippman,et al. Applying a New Device in the Optimization of Exponential Queuing Systems , 1975, Oper. Res..

[6] Erhan Çinlar,et al. Introduction to stochastic processes , 1974 .

[7] Leonard Kleinrock,et al. Queueing Systems: Volume I-Theory , 1975 .

[8] F. Beutler,et al. Time-average optimal constrained semi-Markov decision processes , 1986, Advances in Applied Probability.

[9] Richard F. Serfozo,et al. Technical Note - An Equivalence Between Continuous and Discrete Time Markov Decision Processes , 1979, Oper. Res..