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  • Search: subject:"dynamic programming: semi-Markov"
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dynamic programming: semi-Markov 2 dynamic programming 1 dynamic programming: Markov 1 finite state 1 queues: optimization 1
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Undetermined 2
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Article 2
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Federgruen, A. 1 Shaler Stidham, Jr. 1 Spreen, D. 1
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Management Science 2
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RePEc 2
Showing 1 - 2 of 2
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A New Specification of the Multichain Policy Iteration Algorithm in Undiscounted Markov Renewal Programs
Federgruen, A.; Spreen, D. - In: Management Science 26 (1980) 12, pp. 1211-1217
We consider the Policy Iteration Algorithm for undiscounted Markov Renewal Programs. Previous specifications of the policy evaluation part of this algorithm all required the analysis of the chain structure for each policy generated. The purpose of this paper is to provide a unique specification...
Persistent link: https://www.econbiz.de/10009208584
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Socially and Individually Optimal Control of Arrivals to a GI/M/1 Queue
Shaler Stidham, Jr. - In: Management Science 24 (1978) 15, pp. 1598-1610
We study the problem of controlling the arrivals to a single-server queue with general interarrival-time distribution and exponential service-time distribution (a GI/M/1 system). Control is exercised by accepting or rejecting arriving customers or by charging entering customers a toll or...
Persistent link: https://www.econbiz.de/10009214142
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