Partially observable queueing systems with controlled service rates under a discounted optimality criterion
Yofre H. García; Saul Diaz-Infante; J. Adolfo Minjárez-Sosa
Kybernetika (2021)
- Volume: 57, Issue: 3, page 493-512
- ISSN: 0023-5954
Access Full Article
topAbstract
topHow to cite
topGarcía, Yofre H., Diaz-Infante, Saul, and Minjárez-Sosa, J. Adolfo. "Partially observable queueing systems with controlled service rates under a discounted optimality criterion." Kybernetika 57.3 (2021): 493-512. <http://eudml.org/doc/298195>.
@article{García2021,
abstract = {We are concerned with a class of $GI/GI/1$ queueing systems with controlled service rates, in which the waiting times are only observed when they take zero value. Applying a suitable filtering process, we show the existence of optimal control policies under a discounted optimality criterion.},
author = {García, Yofre H., Diaz-Infante, Saul, Minjárez-Sosa, J. Adolfo},
journal = {Kybernetika},
keywords = {queueing models; partially observable systems; discounted criterion; optimal policies},
language = {eng},
number = {3},
pages = {493-512},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Partially observable queueing systems with controlled service rates under a discounted optimality criterion},
url = {http://eudml.org/doc/298195},
volume = {57},
year = {2021},
}
TY - JOUR
AU - García, Yofre H.
AU - Diaz-Infante, Saul
AU - Minjárez-Sosa, J. Adolfo
TI - Partially observable queueing systems with controlled service rates under a discounted optimality criterion
JO - Kybernetika
PY - 2021
PB - Institute of Information Theory and Automation AS CR
VL - 57
IS - 3
SP - 493
EP - 512
AB - We are concerned with a class of $GI/GI/1$ queueing systems with controlled service rates, in which the waiting times are only observed when they take zero value. Applying a suitable filtering process, we show the existence of optimal control policies under a discounted optimality criterion.
LA - eng
KW - queueing models; partially observable systems; discounted criterion; optimal policies
UR - http://eudml.org/doc/298195
ER -
References
top- Bensoussan, A., Cakanyildirim, M., Sethi, S. P., , SIAM J. Control Optim. 46 (2007), 176-209. DOI
- Bauerle, N., Rieder, U., Markov Decision Processes with Applications to Finance., Springer, Berlin 2011.
- Bertsekas, D- P., Shreve, S. E., Stochastic Optimal Control: The Discrete Time Case., Academic Press, New York 1978. Zbl0633.93001
- Dynkin, E. B., Yushkevich, A. A., Controlled Markov Processes., Springer-Verlag, New York 1979. MR0554083
- Elliott, R. J., Aggoun, L., Moore, J. B., Hidden Markov Models: Estimation and Control., Springer-Verlag, New York 1994.
- Gordienko, E., Hernandez-Lerma, O., , Appl. Math. 23 (1995), 219-237. DOI
- Gordienko, E., Minjarez-Sosa, J. A., Adaptive control for discrete-time Markov processes with unbounded costs: discounted criterion., Kybernetika 34 (1998), 217-234.
- Hernandez-Lerma, O., Adaptive Markov Control Processes., Springer-Verlag, New York 1989.
- Hernandez-Lerma, O., Munoz-de-Ozak, M., Discrete-time Markov control processes with discounted unbounded costs: optimality criteria., Kybernetika 28 (1992), 191-221.
- Kitaev, M. Y., Rykov, V. V., Controlled Queueing Systems., CRC Press, Boca Raton 1995.
- Lindley, D. V., , Proc. Cambridge Philos Soc. 48 (1952), 277-289. DOI
- Hilgert, N., Minjarez-Sosa, J. A., , Math. Methods Oper. Res. 54 (2001), 491-505. DOI
- Minjarez-Sosa, J. A., Approximation and estimation in Markov control processes under discounted criterion., Kybernetika 40 (2004), 681-690.
- Minjarez-Sosa, J. A., , TOP 23 (2015), 743-772. DOI
- Runggaldier, W. J., Stettner, L., Approximations of Discrete Time Partially Observed Control Problems., Appl. Math. Monographs CNR 6, Giardini, Pisa 1994.
- Sennott, L. I., Stochastic Dynamic Programming and the Control of Queueing Systems., Wiley, New York 1999. Zbl0997.93503
- Striebel, C., 10.1007/978-3-642-45470-7, Lecture Notes Econ. Math. Syst. 110, Springer-Verlag, Berlin 1975. DOI10.1007/978-3-642-45470-7
- Yushkevich, A. A., , Theory Probab. Appl.21 (1976), 153-158. DOI
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.