An Overview for Markov Decision Processes in Queues and Networks
DOI10.1007/978-981-15-0864-6_3zbMath1473.90175arXiv1907.10243MaRDI QIDQ3305576
Jing-Yu Ma, Rui-Na Fan, Li Xia, Quan-Lin Li
Publication date: 10 August 2020
Published in: Stochastic Models in Reliability, Network Security and System Safety (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.10243
Markov decision processes; queueing networks; queueing systems; sensitivity-based optimization; event-based optimization
90B22: Queues and service in operations research
90B10: Deterministic network models in operations research
90C40: Markov and semi-Markov decision processes
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
Related Items
Uses Software
Cites Work
- Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs
- Optimal control of a multiclass queueing system when customers can change types
- Nonlinear Markov processes in big networks
- Optimal policies of \(M(t)/M/c/c\) queues with two different levels of servers
- On a doubly dynamically controlled supermarket model with impatient customers
- Dynamic control of a flexible server in an assembly-type queue with setup costs
- Maximizing throughput in finite-source parallel queue systems
- Performance optimization of queueing systems with perturbation realization
- A tutorial on event-based optimization -- a new optimization framework
- Event-based optimization of admission control in open queueing networks
- Control and observation for dynamical queueing networks. I
- Optimal arrival rate and service rate control of multi-server queues
- On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
- The mean-field computation in a supermarket model with server multiple vacations
- Parameterized Markov decision process and its application to service rate control
- Block-structured supermarket models
- Markov decision processes in practice
- Optimal control of queueing systems with heterogeneous servers
- Dynamic admission and service rate control of a queue
- Queueing networks. A fundamental approach
- Admission control and pricing in a queue with batch arrivals
- Dynamic control of a single-server system with abandonments
- A mean field approach for optimization in discrete time
- Markov chains and stochastic stability
- Bicriteria optimization of a queue with a controlled input stream
- On the optimality of a full-service policy for a queueing system with discounted costs
- Optimal adaptive control policy for joint machine maintenance and product quality control
- Optimal threshold policies in a two-class preemptive priority queue with admission and termination control
- Stability of queueing networks. École d'Été de probabilités de Saint-Flour XXXVI-2006
- Optimal balking strategies and pricing for the single server Markovian queue with compartmented waiting space
- Continuous-time Markov decision processes. Theory and applications
- Control of arrivals to two queues in series
- A Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information
- Optimal dynamic routing in Markov queueing networks
- Optimal control for an \(M^X/G/1\) queue with two services modes
- Controlling the GI/M/1 queue by conditional acceptance of customers
- Loss networks
- Queueing network models for load balancing in distributed systems
- Optimality of routing and servicing in dependent parallel processing systems
- Optimal dynamic load distribution in a class of flow-type flexible manufacturing systems
- Continuous-time Markov chains. An applications-oriented approach
- Design of manufacturing systems using queueing models
- Monotone control of queueing networks
- Stochastic differential systems, stochastic control theory and applications. (Proceedings of a workshop, held at IMA, Minnesota University, Minneapolis, June 9-19, 1986)
- Continuous time control of the arrival process in an M/G/1 queue
- Pricing, routing, and incentive compatibility in multiserver queues
- Dynamic scheduling in multiclass queueing networks: Stability under discrete-review policies
- Realization probabilities. The dynamics of queuing systems
- Optimization of multiclass queueing networks: Polyhedral and nonlinear characterizations of achievable performance
- Control and scheduling in a two-station queueing network: Optimal policies and heuristics
- Scheduling in a multi-class series of queues with deterministic service times
- Non zero-sum stochastic games in admission, service and routing control in queueing systems
- Optimal service control against worst case admission policies: A multichained stochastic game
- On the optimal control of arrivals to a single queue with arbitrary feedback delay
- A two-stage tandem queue attended by a moving server with holding and switching costs
- On the bias vector of a two-class preemptive priority queue
- Discrete-event control of stochastic networks: multimodularity and regularity.
- Large-deviations analysis of the fluid approximation for a controllable tandem queue
- On the value function of a priority queue with an application to a controlled polling model
- Dynamic control of a tandem system with abandonments
- An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes
- Basic ideas for event-based optimization of Markov systems
- A survey of Markov decision models for control of networks of queues
- Value iteration and optimization of multiclass queueing networks
- Optimal intensity control of a multi-class queue
- Queueing models of call centers: An introduction
- Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server
- Asymptotic optimality of tracking policies in stochastic networks.
- Optimal pricing and admission control in a queueing system with periodically varying param\-eters
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
- On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
- Optimal control of multiclass parallel service systems
- Optimal control of polling models for transportation applications
- Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information
- Sample path methods in the control of queues
- Zero-sum Markov games and worst-case optimal control of queueing systems
- Dynamic scheduling of a single-server two-class queue with constant retrial policy
- Structural properties of the optimal resource allocation policy for single-queue systems
- Optimal energy-efficient policies for data centers through sensitivity-based optimization
- Optimal control of a queueing network system with two types of customers
- Markov decision processes with their applications
- Service rate control of closed Jackson networks from game theoretic perspective
- Priority option pricing in an \(M/M/m\) queue
- Dynamic load balancing in parallel queueing systems: stability and optimal control
- Optimal admission policies for a finite queue with bursty arrivals
- Simultaneous optimization of flow control and scheduling in a single server queue with two job classes
- Simultaneous optimization of flow-control and scheduling in a single server queue with two job classes: Numerical results and approximation
- The Complexity of Optimal Queuing Network Control
- M/M/1 Queues with Switching Costs and Hysteretic Optimal Control
- The Underlying Markov Decision Process in the Single-Leg Airline Yield-Management Problem
- Partially Observed Markov Decision Processes
- Planning with Markov Decision Processes: An AI Perspective
- Admission Control to an M/M/1 Queue with Partial Information
- OPTIMALITY OF TRUNK RESERVATION FOR AN M/M/K/N QUEUE WITH SEVERAL CUSTOMER TYPES AND HOLDING COSTS
- Technical Note—Optimal Structural Results for Assemble-to-Order Generalized M-Systems
- Optimal Control of an Inventory System With Joint Production and Pricing Decisions
- Optimization of Average Rewards of Time Nonhomogeneous Markov Chains
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Dynamic Scheduling Rules for a Multiproduct Make-to-Stock Queue
- Bias Optimality in Controlled Queueing Systems
- CONVEXITY IN TANDEM QUEUES
- Optimal control of a queueing system with heterogeneous servers and setup costs
- On optimal call admission control in resource-sharing system
- Dynamic Pricing Control for Open Queueing Networks
- Semismooth Potentials of Stochastic Systems With Degenerate Diffusions
- Optimality Conditions for Long-Run Average Rewards With Underselectivity and Nonsmooth Features
- Optimal Control of State-Dependent Service Rates in a MAP/M/1 Queue
- Load balancing problems for multiclass jobs in distributed/parallel computer systems
- Near-Optimal Switching Strategies for a Tandem Queue
- Dynamic service rate control for a single-server queue with Markov-modulated arrivals
- Applied Probability and Queues
- Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods
- Optimal control of service rates in networks of queues
- Optimal Pricing for an Unbounded Queue
- OPTIMAL CONTROL OF A TWO-STAGE TANDEM QUEUING SYSTEM WITH FLEXIBLE SERVERS
- Optimal control of arrivals to queues with delayed queue length information
- Advances in Queueing Theory, Methods, and Open Problems
- Throughput properties of a queueing network with distributed dynamic routing and flow control
- On the Pathwise Optimal Bernoulli Routing Policy for Homogeneous Parallel Servers
- BIAS OPTIMALITY IN A QUEUE WITH ADMISSION CONTROL
- Effects of System Parameters on the Optimal Cost and Policy in a Class of Multidimensional Queueing Control Problems
- A Uniformization Approach for the Dynamic Control of Queueing Systems with Abandonments
- Throughput Scalability Analysis of Fork-Join Queueing Networks
- The Supermarket Game
- Dynamic scheduling in single-server multiclass service systems with unit buffers
- On Solving Event-Based Optimization With Average Reward Over Infinite Stages
- Networked Markov Decision Processes With Delays
- Mean Field for Markov Decision Processes: From Discrete to Continuous Optimization
- Optimal Admission Control for Tandem Queues With Loss
- Max-Min Optimality of Service Rate Control in Closed Queueing Networks
- OPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUE
- Networks of Waiting Lines
- Priority and dynamic scheduling in a make‐to‐stock queue with hyperexponential demand
- Monotonicity in Markov Reward and Decision Chains: Theory and Applications
- A New Policy Evaluation Algorithm for Markov Decision Processes with Quasi Birth-Death Structure
- Queueing Networks and Markov Chains
- Bicriterion Optimization of an M/G/1 Queue with A Removable Server
- The optimal admission policy to a multiserver queue with finite horizon
- Optimal service-rate selection in an $M| G |\hat 1$Queue
- Customers' Optimal Joining Rules for the GI/M/s Queue
- Optimal Control of a Service Facility with Variable Exponential Service Times and Constant Arrival Rate
- On the Optimality of Single-Server Queuing Systems
- Optimal control of batch service queues
- Optimal Control of a Single-Server Queue with Balking and Reneging
- Optimal Control of the Vacation Scheme in an M/G/1 Queue
- Analysis of queueing networks with blocking
- Monotone control of queueing systems with heterogeneous servers
- Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks
- A multiclass queue in heavy traffic with throughput time constraints: Asymptotically optimal dynamic controls
- Computation of a near-optimal service policy for a single-server queue with homogeneous jobs
- Handbook of Markov decision processes. Methods and applications
- Task allocation in multiserver systems -- a survey of results.
- Admission control for a multi-server queue with abandonment
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Customer routing to different servers with complete information
- Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
- Revenue Optimization for a Make-to-Order Queue in an Uncertain Market Environment
- Dynamic Lead-Time Quotation for an M/M/1 Base-Stock Inventory Queue
- Stock Rationing in an M/Ek/1 Make-to-Stock Queue
- Dynamic Pricing and Lead-Time Quotation for a Multiclass Make-to-Order Queue
- A single sample path-based performance sensitivity formula for Markov chains
- Optimal use of an extra server in a two station tandem queueing network
- Optimal control of queueing networks: an approach via fluid models
- Optimal Routing Among ⋅/M/1 Queues with Partial Information
- Dynamic production control in a serial line with process queue time constraint
- An Efficient Algorithm for Computing Optimal (s, S) Policies
- Optimal control of two interacting service stations
- Optimal control of entry to anM/Ek/1 queue serving several classes of customers
- Optimal Entering Rules for a Customer with Wait Option at an M/G/1 Queue
- Some properties of optimal control policies for entry to an M/M/1 queue
- Optimal admission pricing and service rate control of anM[x/M/s queue with reneging]
- Optimal control of arrivals to multiserver queues in a random environment
- Optimal control of a queueing system with two heterogeneous servers
- M/M/1 Queueing Decision Processes with Monotone Hysteretic Optimal Policies
- Optimality of threshold policies in single-server queueing systems with server vacations
- Optimal monotone hysteretic Markov policies in anM/M/1 queueing model with switching costs and finite time horizon
- Dynamic Control of a Multiclass Queue with Thin Arrival Streams
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- On the Shortest Queue Policy for the Tandem Parallel Queue
- Introduction to Discrete Event Systems
- ADMISSION CONTROL WITH INCOMPLETE INFORMATION TO A FINITE BUFFER QUEUE
- ON THE OPTIMAL OPEN-LOOP CONTROL POLICY FOR DETERMINISTIC AND EXPONENTIAL POLLING SYSTEMS
- Constructive Computation in Stochastic Models with Applications
- Scheduling policies in the M/G/1 make-to-stock queue
- DYNAMIC ROUTING POLICIES FOR MULTISKILL CALL CENTERS
- Optimal Design of Queueing Systems
- Dynamic Control of a Queue with Adjustable Service Rate
- Analysis, Design, and Control of Queueing Systems
- Optimal service-rate control of M/G/1 queueing systems using phase methods
- Control of a Heterogeneous Two-Server Exponential Queueing System
- Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model
- Computing Optimal Control Limits for GI/M/S Queuing Systems with Controlled Arrivals
- Adaptive control of M/M/1 queues—continuous-time Markov decision process approach
- Optimal control of admission to a quenching system
- Queueing Networks: A Survey of Their Random Processes
- The Bulk Service Queue with a General Control Strategy: Theoretical Analysis and a New Computational Procedure
- SERVICE MECHANISM CONTROL AND ARRIVAL CONTROL OF A TWO-STATION TANDEM QUEUE
- Perturbation theory for Markov reward processes with applications to queueing systems
- Decentralized control of service rates in a closed Jackson network
- Dynamic priority rules for cyclic-type queues
- Constrained admission control to a queueing system
- On monotone optimal policies in a queueing model ofM/G/1 type with controllable service time distribution
- Optimal control of random walks, birth and death processes, and queues
- An M/M/1 Dynamic Priority Queue with Optional Promotion
- Optimal control for entry of many classes of customers to anM/M/1 queue
- Socially and Individually Optimal Control of Arrivals to a GI/M/1 Queue
- Optimal control of service in tandem queues
- Optimal control of an M/G/1 queue with imperfectly observed queue length when the input source is finite
- Optimal control of admission to a multiserver queue with two arrival streams
- Optimal routing and buffer allocation for a class of finite capacity queueing systems
- An Efficient Algorithm for Computing an Optimal (r, Q) Policy in Continuous Review Stochastic Inventory Systems
- Optimal Dynamic Assignment of Customers to Heterogeneous Servers in Parallel
- Optimal Dynamic Pricing Policies for an M/M/s Queue
- Applying a New Device in the Optimization of Exponential Queuing Systems
- Open, Closed, and Mixed Networks of Queues with Different Classes of Customers
- Dynamic Scheduling of a Multiclass Queue: Discount Optimality
- A Note on Optimal Service Selection in a Single Server Queue
- Networks of queues
- Markov decision chains with unbounded costs and applications to the control of queues
- Optimal control of batch service queues with switching costs
- A Classified Bibliography of Research on Optimal Design and Control of Queues
- Optimization of Priority Queues—A Semi-Markov Decision Chain Approach
- On the optimal assignment of customers to parallel servers
- Optimal control of the service rate in an M/G/1 queueing system
- Stochastic monotonicity in general queueing networks
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes
- Optimal control of the M/G/1 queue with repeated vacations of the server
- A direct approach to decentralized control of service rates in a closed Jackson network
- Dynamic routing and jockeying controls in a two-station queueing system
- Inventory Rationing in a Make-to-Stock Production System with Several Demand Classes and Lost Sales
- Stock-rationing policy for a make-to-stock production system with two priority classes and backordering