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  • 1
    Electronic Resource
    Electronic Resource
    Markov games with incomplete information (1997)
    Springer
    Mathematical methods of operations research 46 (1997), S. 263-279 
    Details
    ISSN: 1432-5217
    Keywords: Markov games with incomplete information ; Repeated games ; Optimal strategies ; Algorithms ; Linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider zero-sum Markov games with incomplete information. Here, the second player is never informed about the current state of the underlying Markov chain. The existence of a value and of optimal strategies for both players is shown. In particular, we present finite algorithms for computing optimal strategies for the informed and uninformed player. The algorithms are based on linear programming results.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01217695
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    Optimal greedy policies for stochastic control models (1996)
    Springer
    Mathematical methods of operations research 44 (1996), S. 115-133 
    Details
    ISSN: 1432-5217
    Keywords: Stochastic control models ; greedy policies ; error bounds ; MDP with an absorbing set ; deterministic dynamic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We introduce the notion of a greedy policy for general stochastic control models. Sufficient conditions for the optimality of the greedy policy for finite and infinite horizon are given. Moreover, we derive error bounds if the greedy policy is not optimal. The main results are illustrated by Bayesian information models, discounted Bayesian search problems, stochastic scheduling problems, single-server queueing networks and deterministic dynamic programs.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01246332
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    Paper (German National Licenses)
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  • 3
    Electronic Resource
    Electronic Resource
    Optimal scheduling in heterogeneous two-station queueing networks (1998)
    Springer
    Mathematical methods of operations research 48 (1998), S. 337-347 
    Details
    ISSN: 1432-5217
    Keywords: Key words: Multiclass queueing networks ; dynamic scheduling ; stochastic control ; switching-curve policy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. We consider a two-station network with two types of jobs: type 0 jobs require service at station 1 only and type 1 jobs require service both at station 1 and 2 in sequence. Each station has a single server. The problem is to schedule the server at station 1 between the two types of jobs in order to minimize the linear holding cost of the system. We will treat the discounted as well as the average cost criterion. In both cases we can prove that the optimal policy is a switching-curve policy. A numerical sensitivity analysis is also presented.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s001860050031
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    Paper (German National Licenses)
    Fulltext
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