Simulation optimization algorithms for SMDPs with parameterized randomized stationary policies

MaRDI QIDQ3429265zbMATH OpenFDO

Authors Guiping Dai, Hao Tang, Hongsheng Xi

Publication date 30 March 2007

zbMATH Keywords

neuro-dynamic programmingequivalent Markov processuniformized Markov chain

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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(3)

• Performance optimization algorithms based on potentials for semi-Markov control processes
• Automatic generation of efficient policy alternatives via simulation-optimization
• Parameterized Markov decision process and its application to service rate control

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