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

DOI10.1007/BF01193866MaRDI QIDQ1362753zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, Olaf Passchier, F. 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

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

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Cites work

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

Cited in

(10)

• Non zero-sum stochastic games in admission, service and routing control in queueing systems
• Minimax control for discrete-time time-varying stochastic systems
• Zero-sum Markov games and worst-case optimal control of queueing systems
• Discounted robust control for Markov diffusion processes
• An overview for Markov decision processes in queues and networks
• Optimal admission and pricing control problems in service industries with multiple servers and sideline profit
• scientific article; zbMATH DE number 1187963 (Why is no real title available?)
• scientific article; zbMATH DE number 665586 (Why is no real title available?)
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
• Semi-Markov control models with partially known holding times distribution: discounted and average criteria

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