Monotone Optimal Control of Permutable GSMPs

DOI10.1287/moor.19.2.449zbMath0801.60077OpenAlexW1969694109MaRDI QIDQ4302597

Paul Glasserman, David D. W. Yao

Publication date: 21 November 1994

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a71b097f6e516d6b108c0b38439a753bfdb4065d

zbMATH Keywords

optimal controldynamic programmingMarkov decision processesstructural propertiesgeneralized semi-Markov processesmonotone optimal controlsswitching-curve policies

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

Related Items

Optimal inventory replenishment policy for a queueing system with finite waiting room capacity ⋮ Control and scheduling in a two-station queueing network: Optimal policies and heuristics ⋮ Coordinated production and inspection in a tandem system ⋮ Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information ⋮ \(S\)-modular games, with queueing applications ⋮ Optimal purchasing policy in a two-component assembly system with different purchasing contracts for each component ⋮ A new method of proving structural properties for certain class of stochastic dynamic control problems ⋮ Monotone optimal control for a class of Markov decision processes ⋮ Stochastic vendor managed replenishment with demand dependent shipment. ⋮ Heuristic policies for stochastic knapsack problem with time‐varying random demand ⋮ Open-loop control of stochastic fluid systems and applications ⋮ A simple proof of the optimality of a threshold policy in a two-server queueing system ⋮ A survey of Markov decision models for control of networks of queues ⋮ On properties of discrete \((r,q)\) and \((s,T)\) inventory systems