On computing average cost optimal policies with application to routing to parallel queues

DOI10.1007/BF01194247MaRDI QIDQ1360869zbMATH OpenFDO

Authors Linn I. Sennott

Publication date 23 July 1997

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01194247

zbMATH Keywords

approximating sequence methodaverage cost optimal stationary policiescontrolled discrete-time Markov processesdenumberable state Markov decision chainsoptimal routing of packets to parallel queues

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

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Cites work

• A simple dynamic routing problem
• A survey of Markov decision models for control of networks of queues
• Aggregation in Dynamic Programming
• Another set of conditions for average optimality in Markov control processes
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• On the optimal assignment of customers to parallel servers
• Optimal control of two interacting service stations
• Optimal Dynamic Assignment of Customers to Heterogeneous Servers in Parallel
• Optimality of the shortest line discipline
• The Computation of Average Optimal Policies in Denumerable State Markov Decision Chains

Cited in

(1)

• Computing MDP cost function for high speed networks with sample-path and quantization

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