Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model.
Ulrich RiederJens WinterPublished in: Math. Methods Oper. Res. (2009)
Keyphrases
- optimal control
- partial information
- queueing model
- incomplete information
- control problems
- dynamic programming
- steady state
- arrival rate
- markov chain
- stationary distribution
- single server
- control strategy
- reinforcement learning
- optimal control problems
- service times
- infinite horizon
- neural network
- stochastic processes
- parallel algorithm
- state space
- state dependent
- cooperative
- poisson process