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Generalized semi-Markov decision processes

Published online by Cambridge University Press:  14 July 2016

Bharat T. Doshi
Bharat T. Doshi*
Affiliation:
Rutgers University
*
∗ Postal address: Department of Statistics, Hill Center for Mathematical Sciences, Rutgers University, New Brunswick NJ 08903, U.S.A.
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Abstract

Various authors have derived the necessary and sufficient conditions for optimality in semi-Markov decision processes in which the state remains constant between jumps. In this paper similar results are presented for a generalized semi-Markov decision process in which the state varies between jumps according to a Markov process with continuous sample paths. These results are specialized to a general storage model and an application to the service rate control in a GI/G/1 queue is indicated.

Keywords

GENERALIZED SEMI-MARKOV DECISION PROCESSESDISCOUNTED COSTNECESSARY AND SUFFICIENT CONDITIONS FOR OPTIMALITYSTORAGE MODELGI/G/1 QUEUE
Type
Research Papers
Information
Journal of Applied Probability , Volume 16 , Issue 3 , September 1979 , pp. 618 - 630
Copyright
Copyright © Applied Probability Trust 1979 

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Footnotes

Research partly supported by a Summer Research Fellowship at Rutgers University.

References

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