Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

DOI10.1007/BF01432808zbMATH Open0826.90120OpenAlexW2015356680WikidataQ115149440 ScholiaQ115149440MaRDI QIDQ4698113FDOQ4698113

Authors: Arie Hordijk, J. A. Loeve 

Publication date: 25 June 1995

Published in: ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01432808

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zbMATH Keywords

successive approximationpartial state informationMarkov decision chainadmissible policieslocally optimal periodic policyqueueing network with server control

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Communication networks in operations research (90B18) Markov and semi-Markov decision processes (90C40)

Cites Work

• A survey of algorithmic methods for partially observed Markov decision processes
• State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
• The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs
• The Optimal Control of Partially Observable Markov Processes over a Finite Horizon
• A survey of solution techniques for the partially observed Markov decision process
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• On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes
• Decentralized control of finite state Markov processes
• Decentralized control in packet switched satellite communication
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• Markov Decisions on a Partitioned State Space
• Markov-Entscheidungs-Prozesse mit abhängigen Aktionen für optimale Reparaturmaßnahmen bei unvollständiger Information. (Markov decision processes with dependent actions for optimal repair policies under incomplete information)
• Markov programming with policy constraints
• Title not available (Why is that?)

Cited In (4)

• Technical note: A computationally efficient algorithm for undiscounted Markov decision processes with restricted observations
• A transformation method for stochastic control problems with partial observations
• Analysis of a finite-source customer assignment model with no state information
• On complementary triples of Sturmian bisequences

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