Optimal service control against worst case admission policies: A multichained stochastic game

In this paper we will consider two-person zero-sum games and derive a general approach for solving them. We apply this approach to a queueing problem. In section 1 we will introduce the model and formulate the Key-theorem. In section 2 we develop the theory that we will use in section 3 to prove the Key-theorem. This includes a general and useful result in Lemma 2.1 on the sufficiency of stationary policies. Copyright Physica-Verlag 1997

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Year of publication:	1997
Authors:	Hordijk, Arie ; Passchier, Olaf ; Spieksma, Floske
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 45.1997, 2, p. 281-301
Publisher:	Springer

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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