Value iteration in countable state average cost Markov decision processes with unbounded costs
DOI10.1007/BF02055585zbMATH Open0729.90088MaRDI QIDQ806687FDOQ806687
Authors: Linn I. Sennott 
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
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unbounded costscountable state Markov decision processesexpected average cost optimal stationary policyfinite action setsundiscounted value iterationvariable arrival parametervariable service rates
Queues and service in operations research (90B22) Dynamic programming (90C39) Queueing theory (aspects of probability theory) (60K25) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40)
Cites Work
- Dynamic programming, Markov chains, and the method of successive approximations
- The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems
- Title not available (Why is that?)
- Adaptive Markov control processes
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
- Some Conditions for Ergodicity and Recurrence of Markov Chains
- A new condition for the existence of optimal stationary policies in average cost Markov decision processes
- The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model
- Hitting times of Markov chains, with application to state-dependent queues
Cited In (18)
- Structures of optimal policies in MDPs with unbounded jumps: the state of our art
- SOJOURN TIMES IN NON-HOMOGENEOUS QBD PROCESSES WITH PROCESSOR SHARING
- On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
- A note on the convergence rate of the value iteration scheme in controlled Markov chains
- A pause control approach to the value iteration scheme in average Markov decision processes
- Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters
- Title not available (Why is that?)
- The value iteration method for countable state Markov decision processes
- Incompleteness of results for the slow-server problem with an unreliable fast server
- On convergence of value iteration for a class of total cost Markov decision processes
- Value iteration in average cost Markov control processes on Borel spaces
- An optimal control approach to day-to-day congestion pricing for stochastic transportation networks
- Isotone policies for the value iteration method for Markov decision processes
- Value iteration for average cost Markov decision processes in Borel spaces
- Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion
- Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
- A value iteration method for undiscounted multichain Markov decision processes
- Constrained Discounted Markov Decision Chains
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