Decomposable Markov decision processes: A fluid optimization approach
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Cites work
- A Characterization of Waiting Time Performance Realizable by Single-Server Queues
- A linear programming approach to nonstationary infinite-horizon Markov decision processes
- Characterization and Optimization of Achievable Performance in General Queueing Systems
- Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Duality in infinite dimensional linear programming
- Dynamic Bid Prices in Revenue Management
- Fast multiple-splitting algorithms for convex optimization
- scientific article; zbMATH DE number 1786126 (Why is no real title available?)
- Learning to optimize via posterior sampling
- On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
- Relaxations of Weakly Coupled Stochastic Dynamic Programs
- Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic
- The Linear Programming Approach to Approximate Dynamic Programming
- Theory and applications of robust optimization
Cited in
(9)- A simplex method for countably infinite linear programs
- Dynamic programs with shared resources and signals: dynamic fluid policies and asymptotic optimality
- Group maintenance: a restless bandits approach
- Future memories are not needed for large classes of POMDPs
- A primal-dual policy iteration algorithm for constrained Markov decision processes
- Index policies for campaign promotion strategies in reward-based crowdfunding
- Approximate Linear programming for a queueing control problem
- Learning from the aggregated optimum: managing port wine inventory in the face of climate risks
- Superposed semi-Markov decision process with application to optimal maintenance systems
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