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Parameter Estimation under Threshold Policies for a Simple Flow Control Problem.
(1987)
In [5], the authors showed that threshold policies solve an optimal flow control problem for discrete-time M|M|1 queues, where the decision-maker seeks to maximize the system throughput subject to a bound on the long-run ...
Stochastic Approximations for Finite-State Markov Chains.
(1989)
This paper develops an a.s. convergence theory for a class of projected Stochastic Approximations driven by finite-state Markov chains. The conditions are mild and are given explicitly in terms of the model data, mainly ...
On The Convergence and ODE Limit of A Two-Dimensional Stochastic Approximation
(1993)
We consider a two-dimensional stochastic approximations scheme of the Robbins-Monro type which naturally arises in the study of steering policies for Markov decision processes [6,7]. Making use of a decoupling change of ...
Steering Policies for Markov Decision Processes Under a Recurrence Condition.
(1988)
This paper presents a class of adaptive policies in the context of Markov decision processes (MDP's) with long-run average performance measures. Under a recurrence condition, the proposed policy alternates between two ...
Optimality Results for a Simple Flow Control Problem.
(1987)
This paper presents a problem of optimal flow control for discrete-time M|M|l queues, where the decision-maker seeks to maximize the throughput subject to a bound on the average queue size. The problem is cast as a constrained ...
Estimation and Optimal Control for Constrained Markov Chains.
(1986)
The (optimal) design of many engineering systems can be adequately recast as a Markov decision process, where requirements on system performance are captured in the form of constraints. In this paper, various optimality ...
Stochastic Approximations for Finite-State Markov Chains.
(1987)
In constrained Markov decision problems, optimal policies are often found to depend on quantities which are not readily available due either to insufficient knowledge of the model parameters or to computational difficulties. ...
A Simple Problem of Flow Control II: Implementation of Threshold Policies via Stochastic Approximations.
(1987)
This paper considers a flow control model for discrete M|M|1 queues. The problem of implementing a given threshold policy via an adaptive policy is discussed in terms of an adaptive algorithm of the Stochastic Approximations ...
A Simple Problem of Flow Control I: Optimality Results.
(1987)
This paper presents a problem of optimal flow control for discrete M|M|1 queues. The problem is cast as a constrained Markov decision process, where the throughput is maximized with a bound on the average queue size. By ...