Controlled Markov chains with average cost criterion and with special cost and transition structures are studied. Existence of optimal stationary strategies is established for the average cost criterion. Corresponding dynamic programming equations are derived. A stochastic network problem that includes interconnected queues as a special case is described and studied within this framework
The value function for the average cost control of a class of partially observed Markov chains is de...
This work is a survey of the average cost control problem for discrete-time Markov processes. We hav...
In the past years, large-scale stochastic networks have been an intense subject of study due to thei...
The long-run average cost control problem for discrete time Markov chains on a countable state space...
The long-run average cost control problem for discrete time Markov chains on a countable state space...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
We review models for the optimal control of networks of queues, Our main emphasis on models based on...
We consider a general control problem for networks which includes the special cases of scheduling in...
Controlled Markov chains (CMC's) are mathematical models for the control of sequential decision stoc...
Stochastic control problems for controlled Markov processes models with an infinite planning horizon...
Stochastic control problems for controlled Markov processes models with an infinite planning horizon...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
The "minimum cost per unit time" control problem is studied for a class of Markov chains that, thoug...
In manufacturing and telecommunication systems we often encounter the situation that there are diffe...
The average cost criterion has held great intuitive appeal and has attracted considerable attention....
The value function for the average cost control of a class of partially observed Markov chains is de...
This work is a survey of the average cost control problem for discrete-time Markov processes. We hav...
In the past years, large-scale stochastic networks have been an intense subject of study due to thei...
The long-run average cost control problem for discrete time Markov chains on a countable state space...
The long-run average cost control problem for discrete time Markov chains on a countable state space...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
We review models for the optimal control of networks of queues, Our main emphasis on models based on...
We consider a general control problem for networks which includes the special cases of scheduling in...
Controlled Markov chains (CMC's) are mathematical models for the control of sequential decision stoc...
Stochastic control problems for controlled Markov processes models with an infinite planning horizon...
Stochastic control problems for controlled Markov processes models with an infinite planning horizon...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
The "minimum cost per unit time" control problem is studied for a class of Markov chains that, thoug...
In manufacturing and telecommunication systems we often encounter the situation that there are diffe...
The average cost criterion has held great intuitive appeal and has attracted considerable attention....
The value function for the average cost control of a class of partially observed Markov chains is de...
This work is a survey of the average cost control problem for discrete-time Markov processes. We hav...
In the past years, large-scale stochastic networks have been an intense subject of study due to thei...
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