scientific article; zbMATH DE number 1233798

zbMATH Open0997.93503MaRDI QIDQ4223191FDOQ4223191

Authors: Linn I. Sennott 

Publication date: 18 December 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dynamic programmingqueueing systemsqueuestextbookdiscrete time systemscontinuous systems

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

Cited In (only showing first 100 items - show all)

• Markovian controllable queueing systems with hysteretic policies: Busy period and waiting time analysis
• Robust Markov control processes
• Queueing model of a hybrid channel with faster link subject to partial and complete failures
• Performance optimization of queueing systems with perturbation realization
• Optimal dynamic assignment of a flexible worker on an open production line with specialists
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• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
• Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
• Finite horizon semi-Markov decision processes with application to maintenance systems
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• Optimal control of a multiclass queueing system when customers can change types
• Analysis of the optimal resource allocation for a tandem queueing system
• Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
• A semimartingale characterization of average optimal stationary policies for Markov decision processes
• Optimal control of a two-server heterogeneous queueing system with breakdowns and constant retrials
• A mean-variance optimization problem for discounted Markov decision processes
• Periodic capacity management under a lead-time performance constraint
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
• First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• On the introduction of an agile, temporary workforce into a tandem queueing system
• On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
• Examples concerning Abel and Cesàro limits
• Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
• Continuous-time controlled Markov chains.
• New average optimality conditions for semi-Markov decision processes in Borel spaces
• Reinforcement learning for long-run average cost.
• Threshold policies for controlled retrial queues with heterogeneous servers
• Joint management of capacity and inventory in make-to-stock production systems with multi-class demand
• Computation of the optimal policy for the control of a compound immigration process through total catastrophes
• Controlled semi-Markov chains with risk-sensitive average cost criterion
• New sufficient conditions for average optimality in continuous-time Markov decision processes
• Blackwell optimality in Markov decision processes with partial observation.
• Average control of Markov decision processes with Feller transition probabilities and general action spaces
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains
• Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
• Control of a production-inventory system with returns under imperfect advance return information
• Optimal pricing for tandem queues with finite buffers
• Dynamic scheduling of a single-server two-class queue with constant retrial policy
• The \(N\)-network model with upgrades
• Approximation of Markov decision processes with general state space
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Hysteretic Capacity Switching for M/G/1 Queues
• Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
• Markov Decision Processes with Variance Minimization: A New Condition and Approach
• Dynamic admission and service rate control of a queue
• Decentralized stochastic control
• Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes
• On finite approximations to Markov decision processes with recursive and nonlinear discounting
• Maximally Stabilizing Task Release Control Policy for a Dynamical Queue
• Average optimality for continuous-time Markov decision processes with a policy iteration approach
• Approximate linear programming for networks: average cost bounds
• Average optimality inequality for continuous-time Markov decision processes in Polish spaces
• Another set of conditions for Markov decision processes with average sample-path costs
• Explicit solution of the average-cost optimality equation for a pest-control problem
• Control and observation for dynamical queueing networks. I
• Two‐class constrained optimization with applications to queueing control
• Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
• Average optimality for continuous-time Markov decision processes in Polish spaces
• Analysis and optimization of a controlled model for a closed queueing network
• Convergence of Markov decision processes with constraints and state-action dependent discount factors
• Integrating inventory control and capacity management at a maintenance service provider
• Zero-sum stochastic games with average payoffs: new optimality conditions
• An overview for Markov decision processes in queues and networks
• Computing average optimal constrained policies in stochastic dynamic programming.
• New discount and average optimality conditions for continuous-time Markov decision processes
• Stochastic approximations of constrained discounted Markov decision processes
• Sample-path optimality and variance-maximization for Markov decision processes
• Average optimality for risk-sensitive control with general state space
• Randomization and simplification in dynamic decision-making.
• Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Variance minimization for continuous-time Markov decision processes: two approaches
• A two-demand-class inventory system with lost-sales and backorders
• Attack allocation on remote state estimation in multi-systems: structural results and asymptotic solution
• Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday.
• Optimality of admission control in an \(M/M/1/N\) queue with varying services
• Bias optimality for multichain continuous-time Markov decision processes
• Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
• The relationships between discounted and average criteria of stochastic games with prospect theory
• Title not available (Why is that?)
• Multi-Actor Markov Decision Processes
• On the reduction of total-cost and average-cost MDPs to discounted mdps
• Heuristic solution for the optimal thresholds in a controllable multi-server heterogeneous queueing system without preemption
• On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
• Average cost minimization in a multi-server retrial queueing system with a controllable reserve group of servers
• Optimal and near-optimal inventory control policies for a make-to-order inventory-production system
• Maintenance optimization in a digital twin for industry 4.0
• Uniform turnpike theorems for finite Markov decision processes
• Average criteria in denumerable semi-Markov decision chains under risk-aversion
• Attention allocation for decision making queues
• Sustainable social choice under risk
• Optimal control and performance analysis of anM^X/M/1queue with batches of negative customers
• A note on the existence of optimal stationary policies for average Markov decision processes with countable states
• Optimal control policies for an \(M/M/1\) queue with a removable server and dynamic service rates
• Title not available (Why is that?)
• First passage Markov decision processes with constraints and varying discount factors
• Optimal server assignment in a two-stage tandem queueing system
• Optimal threshold control of a retrial queueing system with finite buffer

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