Found 45 Documents (Results 1–45)
\(K\) competing queues with customer abandonment: optimality of a generalised \(c \mu \)-rule by the smoothed rate truncation method. (English) Zbl 1498.90244
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. (English) Zbl 1454.90105
MSC:
90C40
On the expected total reward with unbounded returns for Markov decision processes. (English) Zbl 1441.90176
A verification theorem for threshold-indexability of real-state discounted restless bandits. (English) Zbl 1455.90147
Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting. (English) Zbl 1434.91027
Optimal policies for observing time series and related restless bandit problems. (English) Zbl 1484.68184
On symmetric stochastic games of resource extraction with weakly continuous transitions. (English) Zbl 1416.91032
Stochastic games with unbounded payoffs: applications to robust control in economics. (English) Zbl 1263.91008
Discounted dynamic programming with unbounded returns: application to economic models. (English) Zbl 1254.90292
Dynamic coordination of production planning and sales admission control in the presence of a spot market. (English) Zbl 1186.90059
An optimal policy for joining a queue in processing two kinds of jobs. (English) Zbl 1048.60072
Reviewer: P. R. Parthasarathy (Chennai)
An optimal maintenance policy for a server with decreasing arrival rate. (English) Zbl 1042.90545
MSC:
90B25
Discounted semi-Markov decision process in a semi-Markov environment. (English) Zbl 0871.90104
MSC:
90C40
Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. (English) Zbl 0771.93054
New exactly solvable examples for controlled discrete-time Markov chains. (English. Russian original) Zbl 0749.90086
Cybernetics 27, No. 3, 420-433 (1991); translation from Kibernetika 1991, No. 3, 82-90 (1991).
MSC:
90C40
The existence of sensitive optimal policies in two multi-dimensional queueing models. (English) Zbl 0719.90032
On a sequential two-action decision model with unbounded reward functions. (English) Zbl 0675.90090
Reviewer: L.Lakatos
A finite algorithm for \(\epsilon\)-optimal solutions of adaptive queueing control. (English) Zbl 0638.65057
Reviewer: V.Arnăutu (Iaşi)
Bounds on the fixed point of a monotone contraction operator. (English) Zbl 0624.90100
Reviewer: D.J.White
MSC:
90C40
Finite-state approximations for denumerable state discounted Markov decision processes. (English) Zbl 0606.90132
Reviewer: G.Hübner
MSC:
90C40
Markov decision processes. (English) Zbl 0564.90088
Isotone policies for the value iteration method for Markov decision processes. (English) Zbl 0549.90091
MSC:
90C40
R-theory for countable reducible nonnegative matrices. (English) Zbl 0548.60069
Reviewer: R.L.Tweedie
Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards. (English) Zbl 0533.90094
MSC:
90C40
Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs. (English) Zbl 0452.90086
MSC:
90C39
Action-dependent stopping times and Markov decision process with unbounded rewards. (English) Zbl 0471.90094
On the convergence of successive approximations in dynamic programming with non-zero terminal reward. (English) Zbl 0454.90087
MSC:
90C39
On theory and algorithms for Markov decision problems with the total reward criterion. (English) Zbl 0443.90108
On Markov games. (English) Zbl 0333.90057
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