On optimal control of Markov processes with application to a class of service systems
作者:
G. Bieber,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1979)
卷期:
Volume 10,
issue 1
页码: 143-162
ISSN:0323-3898
年代: 1979
DOI:10.1080/02331937908842557
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
A finite time control problem for Markov processes with arbitrary state and action space is studied. The value of a given strategy is defined by the expected total reward up to a given point of time where the rewards are defined on the one hand by a reward rate and on the other hand by a valuation of the jumps of the controlled process. A necessary and sufficient condition for the existence of an optimal strategy is given. The structure of the studied processes enables us to interpret a class of optimization problems in queueing theory as special case of the general model.
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