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

DOI10.1007/BF01432808MaRDI QIDQ4698113zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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Cited in

(4)

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

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