Optimal Control of a Continuous-Time Markov Chain with Periodic Transition Probabilities

DOI10.1287/OPRE.15.5.872MaRDI QIDQ5529081zbMATH OpenOpenAlexFDO

Authors Anders Martin-Löf

Publication date 1967

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.15.5.872

zbMATH Keywords

operations research

Cited in

(9)

• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• Optimal decisions for continuous time Markov decision processes over finite planning horizons
• Continuous-time stochastic games
• Admission control in a two-class loss system with periodically varying parameters and abandonments
• Efficient approximation of optimal control for continuous-time Markov games
• Optimal policies of M(t)/M/c/c queues with two different levels of servers
• Nonstationary continuous time markov decision processes with the expected total rewards criterion
• Traffic delays at a computer-controlled intersection
• Numerical analysis of continuous time Markov decision processes over finite horizons

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