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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Vydané v:	Mathematics of operations research Ročník 34; číslo 4; s. 992 - 1007
Hlavní autori:	Zadorojniy, Alexander, Even, Guy, Shwartz, Adam
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Linthicum INFORMS 01.11.2009 Institute for Operations Research and the Management Sciences
Predmet:	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
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