Approximate receding horizon approach for Markov decision processes: average reward case

[1]  Joseph Y. Hui,et al.  On computing Markov decision theory-based cost for routing in circuit-switched broadband networks , 2005, Journal of Network and Systems Management.

[2]  Robert Givan,et al.  Parallel Rollout for Online Solution of Partially Observable Markov Decision Processes , 2004, Discret. Event Dyn. Syst..

[3]  E. Gilbert,et al.  Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations , 1988 .

[4]  Sandjai Bhulai,et al.  On the structure of value functions for threshold policies in queueing models , 2003, Journal of Applied Probability.

[5]  Martin L. Puterman,et al.  A probabilistic analysis of bias optimality in unichain Markov decision processes , 2001, IEEE Trans. Autom. Control..

[6]  Robert Givan,et al.  On-line sampling-based control for network queueing problems , 2001 .

[7]  Nicola Secomandi,et al.  Comparing neuro-dynamic programming algorithms for the vehicle routing problem with stochastic demands , 2000, Comput. Oper. Res..

[8]  Eric Allender,et al.  Complexity of finite-horizon Markov decision process problems , 2000, JACM.

[9]  Ger Koole,et al.  On the value function of a priority queue with an application to a controlled polling model , 1999, Queueing Syst. Theory Appl..

[10]  José Luis González Velarde,et al.  Computing tools for modeling, optimization and simulation : interfaces in computer science and operations research , 2000 .

[11]  W. A. van den Broek,et al.  Moving horizon control in dynamic games , 2002 .

[12]  Thomas Parisini,et al.  Neural approximators and team theory for dynamic routing: a receding-horizon approach , 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

[13]  Ger Koole,et al.  On the value function of a priority queue , 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

[14]  Jay H. Lee,et al.  Model predictive control: past, present and future , 1999 .

[15]  W. van den Broek.  Moving Horizon Control in Dynamic Games , 1999 .

[16]  Steven I. Marcus,et al.  Simulation-Based Algorithms for Average Cost Markov Decision Processes , 1999 .

[17]  G. Koole.  The deviation matrix of the M/M/1//spl infin/ and M/M/1/N queue, with applications to controlled queueing models , 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

[18]  D.A. Castanon,et al.  Rollout Algorithms for Stochastic Scheduling Problems , 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

[19]  Sean P. Meyn.  The policy iteration algorithm for average reward Markov decision processes with general state space , 1997, IEEE Trans. Autom. Control..

[20]  W. N. Patten,et al.  A sliding horizon feedback control problem with feedforward and disturbance , 1997 .

[21]  Gerald Tesauro,et al.  On-line Policy Improvement using Monte-Carlo Search , 1996, NIPS.

[22]  Awi Federgruen,et al.  Detection of minimal forecast horizons in dynamic programs with multiple indicators of the future , 1996 .

[23]  Martin L. Puterman,et al.  Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .

[24]  M. K. Ghosh,et al.  Discrete-time controlled Markov processes with average cost criterion: a survey , 1993 .

[25]  K. R. Krishnan,et al.  Separable routing: A scheme for state-dependent routing of circuit switched telephone traffic , 1992, Ann. Oper. Res..

[26]  Xi-Ren Cao,et al.  Perturbation analysis of discrete event dynamic systems , 1991 .

[27]  O. Hernández-Lerma,et al.  Error bounds for rolling horizon policies in discrete-time Markov control processes , 1990 .

[28]  O. Hernández-Lerma.  Adaptive Markov Control Processes , 1989 .

[29]  H. Michalska,et al.  Receding horizon control of nonlinear systems , 1988, Proceedings of the 28th IEEE Conference on Decision and Control,.

[30]  O. Hernández-Lerma,et al.  A forecast horizon and a stopping rule for general Markov decision processes , 1988 .

[31]  J. Lasserre,et al.  An on-line procedure in discounted infinite-horizon stochastic optimal control , 1986 .

[32]  D. J. White,et al.  The Determination of Approximately Optimal Policies in Markov Decision Processes by the Use of Bounds , 1982 .

[33]  Leif Johansen,et al.  Lectures on macroeconomic planning , 1980 .

[34]  Richard Grinold,et al.  Finite horizon approximations of infinite horizon linear programs , 1977, Math. Program..

[35]  Onésimo Hernández-Lerma,et al.  Controlled Markov Processes , 1965 .