Optimal service control against worst case admission policies: A multichained stochastic game

DOI10.1007/BF01193866zbMath0882.90144OpenAlexW2069724599MaRDI QIDQ1362753

Olaf Passchier, Arie Hordijk, Flora M. Spieksma

Publication date: 10 March 1998

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

Full work available at URL: https://doi.org/10.1007/bf01193866

zbMATH Keywords

two-person zero-sum games

Mathematics Subject Classification ID

2-person games (91A05) Queues and service in operations research (90B22) Stochastic games, stochastic differential games (91A15)

Related Items (6)

Zero-sum Markov games and worst-case optimal control of queueing systems ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ Discounted robust control for Markov diffusion processes ⋮ Minimax control for discrete-time time-varying stochastic systems ⋮ On the use of stochastic differential games against nature to ergodic control problems with unknown parameters

Cites Work

• On stochastic games with additive reward and transition structure
• Average optimal stationary policies and linear programming in countable space Markov decision processes
• Zero-sum Markov games and worst-case optimal control of queueing systems
• Optimal control of two interacting service stations
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs
• Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
• Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases

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