Optimality of quasi-open-loop policies for discounted semi-Markov decision processes

DOI10.1287/MOOR.2015.0775zbMATH Open1349.90831OpenAlexW2476491844WikidataQ114967781 ScholiaQ114967781MaRDI QIDQ2833102FDOQ2833102

Authors: Daniel Adelman, Angelo J. Mancini 

Publication date: 16 November 2016

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

Full work available at URL: https://doi.org/10.1287/moor.2015.0775

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zbMATH Keywords

semi-Markov decision processesoptimal policiesopen-loop policiessemi-regenerative decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management
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• An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
• Average cost semi-markov decision processes
• Optimum Advertising and Goodwill under Uncertainty
• Measurable selection theorems for optimization problems
• Controlled semi-Markov models under long-run average rewards
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• Deterministic Equivalence in Stochastic Infinite Horizon Problems
• Technical Note—The Stochastic Discrete Dynamic Lot Size Problem: An Open-Loop Solution
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• On the Existence of Average Optimal Policies in Semiregenerative Decision Models
• Semi-Regenerative Processes with Unbounded Rewards
• Applying the method of phases in the optimization of queuing systems
• On the Average Waiting Time for Regular Routing to Deterministic Queues

Cited In (2)

• Conditions of optimality of quasiopen-loop strategies
• Asymptotic Optimality of Semi-Open-Loop Policies in Markov Decision Processes with Large Lead Times

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