Monotone Optimal Control of Permutable GSMPs

DOI10.1287/MOOR.19.2.449MaRDI QIDQ4302597zbMATH OpenOpenAlexFDO

Authors Paul Glasserman, David D. 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

dynamic programminggeneralized semi-Markov processesMarkov decision processesmonotone optimal controlsoptimal controlstructural propertiesswitching-curve policies

Mathematics Subject Classification ID

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

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