Markov decision processes with multidimensional action spaces

dc.creator	Pandelis, D. G.	en
dc.date.accessioned	2015-11-23T10:42:16Z
dc.date.available	2015-11-23T10:42:16Z
dc.date.issued	2010
dc.identifier	10.1016/j.ejor.2009.01.039
dc.identifier.issn	0377-2217
dc.identifier.uri	http://hdl.handle.net/11615/31568
dc.description.abstract	We study controlled Markov processes where multiple decisions need to be made for each state. We present conditions on the cost structure and the state transition mechanism of the process under which optimal decisions are restricted to a subset of the decision space. As a result, the numerical computation of the optimal policy may be significantly expedited. (C) 2009 Elsevier B.V. All rights reserved.	en
dc.source	European Journal of Operational Research	en
dc.source.uri	<Go to ISI>://WOS:000270647100029
dc.subject	Markov processes	en
dc.subject	Dynamic programming	en
dc.subject	Multiple servers	en
dc.subject	FLEXIBLE SERVERS	en
dc.subject	QUEUES	en
dc.subject	Management	en
dc.subject	Operations Research & Management Science	en
dc.title	Markov decision processes with multidimensional action spaces	en
dc.type	journalArticle	en

Files in this item

Files	Size	Format	View
There are no files associated with this item.