Replacement process decomposition for discounted Markov renewal programming

DOI10.1007/BF02283617MaRDI QIDQ2638963zbMATH OpenOpenAlexFDO

Authors Paul J. Schweitzer, Ushio Sumita, Katsuhisa Ohno

Publication date 1991

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

Full work available at URL https://doi.org/10.1007/bf02283617

zbMATH Keywords

disaggregationinfinite-horizon discounted Markov renewaliterative decompositionpolicy-iterationreplacement process methodvalue- iteration

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40)

Recommendations

• Markov limid processes for representing and solving renewal problems
• A numerical study of Markov decision process algorithms for multi-component replacement problems
• scientific article; zbMATH DE number 438305
• SEMI-MARKOV DECISION PROCESSES AND THEIR APPLICATIONS IN REPLACEMENT MODELS
• Approximate Solution of Markov Renewal Programs with Finite Time Horizon
• Optimal cost and policy for a Markovian replacement problem
• scientific article; zbMATH DE number 37327
• Existence of a solution to the Markov renewal programming problem
• scientific article; zbMATH DE number 3998936
• A value-iteration scheme for undiscounted multichain Markov renewal programs

Cites work

• A modified dynamic programming method for Markovian decision problems
• A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains
• A UNIFIED APPROACH TO ALGORITHMS WITH A SUBOPTIMALITY TEST IN DISCOUNTED SEMI-MARKOV DECISION PROCESSES
• Adaptive aggregation methods for infinite horizon dynamic programming
• An algorithm for Ph/Ph/c queues
• An Iterative Aggregation Procedure for Markov Decision Processes
• An iterative aggregation-disaggregation algorithm for solving linear equations
• APPLICATION OF THE REPLACEMENT PROCESS APPROACH FOR COMPUTING THE ERGODIC PROBABILITY VECTOR OF LARGE SCALE ROW-CONTINUOUS MARKOV CHAINS
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Bounds on the fixed point of a monotone contraction operator
• Discrete versions of an algorithm due to Varaiya
• Finite state Markovian decision processes
• scientific article; zbMATH DE number 3208653 (Why is no real title available?)
• Iterative Aggregation-Disaggregation Procedures for Discounted Semi-Markov Reward Processes
• Linear programming algorithms for semi-Markovian decision processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• On Bounds for Dynamic Programs
• Replacement process decomposition for discounted Markov renewal programming
• Solving Markovian decision processes by successive elimination of variables
• Some Bounds for Discounted Sequential Decision Processes
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems

Cited in

(3)

• Block-scaling of value-iteration for discounted Markov renewal programming
• Replacement process decomposition for discounted Markov renewal programming
• A value-iteration scheme for undiscounted multichain Markov renewal programs

This page was built for publication: Replacement process decomposition for discounted Markov renewal programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2638963)