O Eatonově-Zadehově metodě
On a mean reward from a common Markov replacement process
On adaptive control of Markov processes
On controlled Markov processes with average cost criterion
On Monotone Optimal Decision Rules and the Stay-on-a- Winner Rule for the Two-Armed Bandit.
On self-optimizing control of Markov processes
On some limit properties of the reward from a Markov replacement process
On the control of a truncated general immigration process through the introduction of a predator.
On the existence of stationary optimal policies in discrete dynamic programming
On the hierarchy of functioning rules in distributed computing
On the hierarchy of functioning rules in distributed computing
In previous papers, we used a Markovian model to determine the optimal functioning rules of a distributed system in various settings. Searching optimal functioning rules amounts to solve an optimization problem under constraints. The hierarchy of solutions arising from the above problem is called the “first order hierarchy”, and may possibly yield equivalent solutions. The present paper emphasizes a specific technique for deciding between two equivalent solutions, which establishes the “second...
On the set of optimal controls for Markov chains with rewards
On Two-State Quality Control Under Markovian Deterioration.
On undiscounted markovian decision processes with compact action spaces
On ɛ-optimal strategies in discounted Markov games
Optimal control and performance analysis of an queue with batches of negative customers
We consider a Markov decision process for an queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different...
Optimal control and performance analysis of an MX/M/1 queue with batches of negative customers
We consider a Markov decision process for an MX/M/1 queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different...
Optimal control of a batch service queueing system with bounded waiting time
Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
This work concerns controlled Markov chains with finite state space and nonnegative rewards; it is assumed that the controller has a constant risk-sensitivity, and that the performance ofa control policy is measured by a risk-sensitive expected total-reward criterion. The existence of optimal stationary policies isstudied within this context, and the main resultestablishes the optimalityof a stationary policy achieving the supremum in the correspondingoptimality equation, whenever the associated...
Optimal stopping of a sequence of maxima over an unobservable sequence of maxima