Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
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Publication:3048616
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- Kolmogorov's equations for jump Markov processes and their applications to control problems
- Logarithmic regret bounds for continuous-time average-reward Markov decision processes
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- Optimal server assignment in a two-stage tandem queueing system
- The transformation method for continuous-time Markov decision processes
- Assigning multiple job types to parallel specialized servers
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Discrete-time switching control in random walks
- Light robustness in the optimization of Markov decision processes with uncertain parameters
- Optimal control of a multiclass queueing system when customers can change types
- Assigning a single server to inhomogeneous queues with switching costs
- On the control of a compound immigration process through total catastrophes
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- Optimal control and performance analysis of anMX/M/1queue with batches of negative customers
- A conservative index heuristic for routing problems with multiple heterogeneous service facilities
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- Optimal decisions for continuous time Markov decision processes over finite planning horizons
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- Numerical analysis of continuous time Markov decision processes over finite horizons
- Monotonicity properties of cost functions in queueing networks
- A multi-objective approach for PH-graphs with applications to stochastic shortest paths
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- Strong polynomiality of the Gass-Saaty shadow-vertex pivoting rule for controlled random walks
- Simultaneous optimization of flow control and scheduling in a single server queue with two job classes
- Dynamic vs static pricing in a make-to-stock queue with partially controlled production
- Stability criteria for multi-class queueing networks with re-entrant lines
- Coordinated production and inspection in a tandem system
- Computation of the optimal policy for the control of a compound immigration process through total catastrophes
- Stability criteria for controlled queueing systems
- \(K\) competing queues with customer abandonment: optimality of a generalised \(c \mu \)-rule by the smoothed rate truncation method
- On arrival driven queueing models: Admission control, traffic policing, abandonments, and correlated arrivals
- Optimal control of a queueing system with an exponential and an Erlangian server and renewal input stream
- On the control of a truncated general immigration process through the introduction of a predator
- Some models of queueing control with switchover
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- On theory and algorithms for Markov decision problems with the total reward criterion
- Dynamic control of a single-server system with abandonments
- On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
- Scheduling Markovian PERT networks to maximize the net present value: new results
- Action-dependent stopping times and Markov decision process with unbounded rewards
- Dynamic dispatching and preventive maintenance for parallel machines with dispatching-dependent deterioration
- PH-graphs for analyzing shortest path problems with correlated traveling times
- An optimal maintenance policy for a server with decreasing arrival rate.
- Two‐class constrained optimization with applications to queueing control
- Customizing exponential semi-Markov decision processes under the discounted cost criterion
- Control and scheduling in a two-station queueing network: Optimal policies and heuristics
- Scheduling projects with stochastic activity duration to maximize expected net present value
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