A Strongly Polynomial Algorithm for Controlled Queues

We consider the problem of computing optimal policies of finite-state finite-action Markov decision processes (MDPs). A reduction to a continuum of constrained MDPs (CMDPs) is presented such that the optimal policies for these CMDPs constitute a path in a graph defined over the deterministic policie...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Mathematics of operations research Jg. 34; H. 4; S. 992 - 1007
Hauptverfasser:	Zadorojniy, Alexander, Even, Guy, Shwartz, Adam
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Linthicum INFORMS 01.11.2009 Institute for Operations Research and the Management Sciences
Schlagworte:	1 queue Algorithms Analysis Average cost constrained Markov decision process controlled queues Determinism Linear programming M/M Markov analysis Markov decision process Markov processes Mathematical vectors Matrices Optimal policy optimization Polynomials Queuing theory Studies Uniqueness United States
ISSN:	0364-765X, 1526-5471
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!