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  • 1
    Electronic Resource
    Electronic Resource
    Semi-markov strategies in stochastic games (1983)
    Springer
    International journal of game theory 12 (1983), S. 81-89 
    Details
    ISSN: 1432-1270
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract For a stochastic game with countable state and action spaces we prove, that solutions in the game where all players are restricted to semi-markov strategies are solutions for the unrestricted game. In addition we show, that if all players, except for one, fix a stationary strategy, then the best the remaining player can do, is solving a markov decision problem, corresponding to the fixed stationary strategies.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01774298
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    Sensitivity-analysis in discounted Markovian decision problems (1985)
    Springer
    OR spectrum 7 (1985), S. 143-151 
    Details
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Diese Arbeit befaßt sich mit diskreten Markoffschen Entscheidungsmodellen mit endlichen Zustands- und Aktionsräumen. Ein lineares Programm wird entwickelt für die Berechnung von optimalen Politiken über den ganzen Bereich des Diskontierungsfaktors. Anschließend wird ein Verfahren angegeben für die Bestimmung einer Blackwell-optimalen Politik.
    Notes: Summary This paper deals with a finite-state, finiteaction discrete-time Markov decision model. A linear programming procedure is developed for the computation of optimal policies over the entire range of the discount factor. Furthermore, a procedure is presented for the computation of a Blackwell optimal policy.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01721353
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    Paper (German National Licenses)
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  • 3
    Electronic Resource
    Electronic Resource
    Fluid approximation of a controlled multiclass tandem network (2000)
    Springer
    Queueing systems 35 (2000), S. 349-380 
    Details
    ISSN: 1572-9443
    Keywords: stochastic dynamic scheduling ; Markov decision chain ; fluid optimal control model ; Pontryagin maximum principle ; tandem μ -rule
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract A two-station, four-class queueing network with dynamic scheduling of servers is analyzed. It is shown that the corresponding Markov decision problem converges under fluid scaling to a fluid optimal control model. The structure of the optimal policy for the fluid network, and of an asymptotically optimal policy for the queueing network are derived in an explicit form. They concur with the tandem μ-rule, if this policy gives priority to the same flow of customers in both stations. In general, they are monotone with a linear switching surface.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1019162615537
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    Paper (German National Licenses)
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  • 4
    Electronic Resource
    Electronic Resource
    Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy (1994)
    Springer
    Mathematical methods of operations research 40 (1994), S. 163-181 
    Details
    ISSN: 1432-5217
    Keywords: Markov decision chain ; partial information ; admissible policies ; algorithm ; queueing network with server control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract In this paper we construct an algorithm of successive approximation type that computes a locally optimal periodic policy for a Markov decision chain with partial state information. The algorithm is applied to a queueing network with server control.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01432808
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  • 5
    Book
    Book
    Discrete-event control of stochastic networks : multimodularity and regularity; 1829 (2003)
    Berlin [u.a.] :Springer,
    Details
    Title: Discrete-event control of stochastic networks : multimodularity and regularity; 1829
    Author: Altman, Eitan
    Contributer: Gaujal, Bruno , Hordijk, A.
    Publisher: Berlin [u.a.] :Springer,
    Year of publication: 2003
    Pages: XIV, 313 S.
    Series Statement: Lecture notes in mathematics 1829
    ISBN: 3-540-20358-3
    Type of Medium: Book
    Language: English
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