scientific article; zbMATH DE number 1233798
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Publication:4223191
Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Dynamic programming (90C39) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
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- Stochastically minimizing the number of customers in exponential queueing systems
- Randomization and simplification in dynamic decision-making.
- Reinforcement learning for long-run average cost.
- Sustainable social choice under risk
- Optimality of the fastest available server policy
- Joint routing and scheduling control in a two-class network with a flexible server
- Verifiable conditions for average optimality of continuous-time Markov decision processes
- Optimal and near-optimal inventory control policies for a make-to-order inventory-production system
- Blackwell optimality in Markov decision processes with partial observation.
- Continuous-time controlled Markov chains.
- A mean-variance optimization problem for discounted Markov decision processes
- Periodic capacity management under a lead-time performance constraint
- Queueing model of a hybrid channel with faster link subject to partial and complete failures
- Dynamic scheduling of a single-server two-class queue with constant retrial policy
- Analysis of the optimal resource allocation for a tandem queueing system
- Bias optimality of admission control in a non-stationary repairable queue
- Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
- A simple heuristic for load balancing in parallel processing networks with highly variable service time distributions
- Optimal pricing for tandem queues with finite buffers
- Optimal server assignment in a two-stage tandem queueing system
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- Stochastic approximations of constrained discounted Markov decision processes
- First passage Markov decision processes with constraints and varying discount factors
- Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
- Optimal threshold control of a retrial queueing system with finite buffer
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
- Average optimality for risk-sensitive control with general state space
- Sample-path optimality and variance-maximization for Markov decision processes
- Average optimality for continuous-time Markov decision processes with a policy iteration approach
- Optimal production and rationing decisions in supply chains with information sharing
- Average optimality inequality for continuous-time Markov decision processes in Polish spaces
- Computation of the optimal policy for the control of a compound immigration process through total catastrophes
- On the introduction of an agile, temporary workforce into a tandem queueing system
- 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.
- Another set of conditions for Markov decision processes with average sample-path costs
- Threshold policies for controlled retrial queues with heterogeneous servers
- Optimal dynamic assignment of a flexible worker on an open production line with specialists
- Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes
- Markovian controllable queueing systems with hysteretic policies: Busy period and waiting time analysis
- Attention allocation for decision making queues
- Computing average optimal constrained policies in stochastic dynamic programming.
- The expected total cost criterion for Markov decision processes under constraints
- Optimal control of a multiclass queueing system when customers can change types
- Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
- Another set of verifiable conditions for average Markov decision processes with Borel spaces.
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
- Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
- Book Review: Optimal stochastic control, stochastic target problems, and backward SDE
- Controlled semi-Markov chains with risk-sensitive average cost criterion
- New discount and average optimality conditions for continuous-time Markov decision processes
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- An overview for Markov decision processes in queues and networks
- Decentralized stochastic control
- Average optimality for Markov decision processes in borel spaces: a new condition and approach
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- Approximate linear programming for networks: average cost bounds
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- The \(N\)-network model with upgrades
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- Performance optimization of queueing systems with perturbation realization
- Control of a production-inventory system with returns under imperfect advance return information
- Average control of Markov decision processes with Feller transition probabilities and general action spaces
- Dynamic pricing and replenishment: optimality, bounds, and asymptotics
- Heuristic solution for the optimal thresholds in a controllable multi-server heterogeneous queueing system without preemption
- Control and observation for dynamical queueing networks. I
- Optimal control of a two-server heterogeneous queueing system with breakdowns and constant retrials
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- Optimality of admission control in an M/M/1/N queue with varying services
- Constrained average stochastic games with continuous-time independent state processes
- Optimal control policies for an \(M/M/1\) queue with a removable server and dynamic service rates
- Uniform turnpike theorems for finite Markov decision processes
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains
- On finite approximations to Markov decision processes with recursive and nonlinear discounting
- On a Slow Server Problem
- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
- Multi-Actor Markov Decision Processes
- Hysteretic Capacity Switching for M/G/1 Queues
- Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
- Optimal control and performance analysis of anMX/M/1queue with batches of negative customers
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
- A cone property in the theory of risk-sensitive average criteria
- New sufficient conditions for average optimality in continuous-time Markov decision processes
- Dynamic admission and service rate control of a queue
- Two‐class constrained optimization with applications to queueing control
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