Branching bandits and Klimov's problem: achievable region and side constraints

DOI10.1109/9.478231zbMATH Open0844.90030OpenAlexW2561849405MaRDI QIDQ4875981FDOQ4875981

Authors: Ioannis Ch. Paschalidis, Dimitris Bertsimas, John N. Tsitsiklis 

Publication date: 13 June 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/3367

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zbMATH Keywords

optimal policiesaverage cost branching bandits problem

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov and semi-Markov decision processes (90C40)

Cited In (3)

• Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality.
• Performance bounds for stochastic timed Petri nets
• The archievable region method in the optimal control of queueing systems; formulations, bounds and policies

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