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...

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Bibliographic Details
Published in:	Mathematics of operations research Vol. 34; no. 4; pp. 992 - 1007
Main Authors:	Zadorojniy, Alexander, Even, Guy, Shwartz, Adam
Format:	Journal Article
Language:	English
Published:	Linthicum INFORMS 01.11.2009 Institute for Operations Research and the Management Sciences
Subjects:	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 Access:	Get full text
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