Value iteration in countable state average cost Markov decision processes with unbounded costs

DOI10.1007/BF02055585zbMath0729.90088MaRDI QIDQ806687

Linn I. Sennott

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

unbounded costscountable state Markov decision processesexpected average cost optimal stationary policyfinite action setsundiscounted value iterationvariable arrival parametervariable service rates

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites Work

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