scientific article; zbMATH DE number 977051
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Publication:4331806
zbMATH Open0876.60077MaRDI QIDQ4331806FDOQ4331806
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Publication date: 11 February 1997
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optimal controldynamic programming equationdecision modelsmonotone solutionrandom horizonMarkov strategiesoptimal policiesaverage cost criteriamulticlass systemscontrol of arrivalscontrol of servicediscounted-cost
Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Cited In (99)
- Absorbing continuous-time Markov decision processes with total cost criteria
- Continuous-time constrained stochastic games under the discounted cost criteria
- Optimal Design of Queueing Systems
- Control of arrivals to two queues in series
- Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
- Continuous-time constrained stochastic games with average criteria
- Performance optimization of queueing systems with perturbation realization
- Constrained admission control to a queueing system
- Queue response times with server speed controlled by measured utilizations
- On the slow server problem
- A discrete-time \(Geo^{[x]}/g/1\) retrial queue with control of admission
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- Situation control in queuing systems with unlimited buffer and controlled refusals of service
- Queuing systems with cyclic control processes
- Constrained expected average stochastic games for continuous-time jump processes
- An Overview for Markov Decision Processes in Queues and Networks
- Title not available (Why is that?)
- Finite horizon semi-Markov decision processes with application to maintenance systems
- Average optimality for continuous-time Markov decision processes under weak continuity conditions
- Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion
- A mean-variance optimization problem for discounted Markov decision processes
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
- On the optimal control of M/G/1 systems under the cycle criterion
- Monotonic and Insensitive Optimal Policies for Control of Queues with Undiscounted Costs
- Threshold policies for controlled retrial queues with heterogeneous servers
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Estimation of the mean waiting time of a customer subject to balking: a simulation study
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
- Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
- Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
- A survey of Markov decision models for control of networks of queues
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
- Decentralized Regulation of a Queue
- The transformation method for continuous-time Markov decision processes
- Optimization of queuing system via stochastic control
- Average stochastic games for continuous-time jump processes
- Bayesian control of the number of servers in a \(\mathrm{GI}/\mathrm{M}/c\) queueing system
- Towards the optimal control of Markov chains with constraints
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- Asymptotic optimality of tracking policies in stochastic networks.
- Potentials method for \(M/G/1/m\) systems with hysteretic operating strategies
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion
- Queuing system with state-dependent controlled batch arrivals and server under maintenance
- Constrained average stochastic games with continuous-time independent state processes
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
- On a Slow Server Problem
- Mean-semivariance optimality for continuous-time Markov decision processes
- Strong polynomiality of the Gass-Saaty shadow-vertex pivoting rule for controlled random walks
- Discounted stochastic games for continuous-time jump processes with an uncountable state space
- Average cost criterion induced by the regular utility function for continuous-time Markov decision processes
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
- Average optimality for continuous-time Markov decision processes in Polish spaces
- Title not available (Why is that?)
- Situation control in non-Markov queuing systems
- Analysis and optimization of a controlled model for a closed queueing network
- On risk-sensitive piecewise deterministic Markov decision processes
- Constrained continuous-time Markov decision processes on the finite horizon
- Optimal control problem regularization for the Markov process with finite number of states and constraints
- A two phase batch arrival retrial queueing system with Bernoulli vacation schedule
- Control of entry to a nonstationary queuing system
- New discount and average optimality conditions for continuous-time Markov decision processes
- Title not available (Why is that?)
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion
- The queueing system \(M_{2}^{X}/M/n\) with hysteretic control of the input flow intensity
- Finite approximation for finite-horizon continuous-time Markov decision processes
- On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only
- Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
- Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
- Continuous-Time Markov Decision Processes with Exponential Utility
- Optimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead times
- On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
- A Markov Decision Process Model For Computer System Load Control
- Title not available (Why is that?)
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
- Convex stochastic fluid programs with average cost.
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Optimization of admission control in tandem queue with heterogeneous customers and pre-service
- Title not available (Why is that?)
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Optimal stopping time on discounted semi-Markov processes
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
- Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems
- Optimal stopping time on semi-Markov processes with finite horizon
- OPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUE
- Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications
- Title not available (Why is that?)
- Semi-Markov decision processes with variance minimization criterion
- Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
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