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

DOI10.1287/MOOR.2015.0775MaRDI QIDQ2833102zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• Optimality of Piecewise-Constant Policies in Semi-Markov Decision Chains
• Discounted semi-markov decision process in a semi-markov environment
• SEMI-MARKOV DECISION PROCESSES
• Arbitrary state semi-Markov decision processes
• scientific article; zbMATH DE number 3898637

Cites work

• scientific article; zbMATH DE number 3116744 (Why is no real title available?)
• scientific article; zbMATH DE number 825218 (Why is no real title available?)
• A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management
• An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
• Applying the method of phases in the optimization of queuing systems
• Average cost semi-markov decision processes
• Controlled semi-Markov models under long-run average rewards
• Deterministic Equivalence in Stochastic Infinite Horizon Problems
• Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
• Measurable selection theorems for optimization problems
• On the Average Waiting Time for Regular Routing to Deterministic Queues
• On the Existence of Average Optimal Policies in Semiregenerative Decision Models
• Optimum Advertising and Goodwill under Uncertainty
• Semi-Regenerative Processes with Unbounded Rewards
• Technical Note—The Stochastic Discrete Dynamic Lot Size Problem: An Open-Loop Solution

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

This page was built for publication: Optimality of quasi-open-loop policies for discounted semi-Markov decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2833102)