On computing average cost optimal policies with application to routing to parallel queues.
Linn I. SennottPublished in: Math. Methods Oper. Res. (1997)
Keyphrases
- average cost
- optimal policy
- markov decision processes
- infinite horizon
- long run
- finite state
- finite horizon
- dynamic programming
- finite number
- decision problems
- state space
- multistage
- optimal control
- reinforcement learning
- state dependent
- initial state
- total cost
- markov decision process
- control policy
- linear programming
- linear program
- machine learning
- sufficient conditions
- policy iteration
- markov chain
- probability distribution
- inventory models
- markov decision chains
- serial inventory systems