Competing Markov decision processes

DOI10.1007/BF02283613MaRDI QIDQ2638972zbMATH OpenOpenAlexFDO

Authors Kevin D. Glazebrook

Publication date 1991

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02283613

zbMATH Keywords

Gittins indexstochastic resource allocationdiscounted Markov decision processes

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Markov and semi-Markov decision processes (90C40)

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Cites work

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• A General Model for the Scheduling of Alternative Stochastic Jobs that may Fail
• Arm-acquiring bandits
• Evaluating Strategies for Markov Decision Processes in Parallel
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• On a reduction principle in dynamic programming
• On a sufficient condition for superprocesses due to whittle
• Procedures for the evaluation of strategies for resource allocation in a stochastic environment
• Stochastic scheduling with order constraints
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• The Multi-Armed Bandit Problem: Decomposition and Computation

Cited in

(4)

• scientific article; zbMATH DE number 1134975 (Why is no real title available?)
• Evaluating Strategies for Markov Decision Processes in Parallel
• A generalized oil exploration problem
• Indices for families of competing Markov decision processes with influence

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