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Adaptive Policies for a System of Competing Queues I: Convergence Results for the Long-Run Average Cost.
This paper considers a system of discrete-time queues competing for the attention of a single geometric server. The problem of implementing a given Markov stationary service allocation policy g through an adaptive allocation ...
Estimation and Optimal Control for Constrained Markov Chains.
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 ...
Implementation Issues for Markov Decision Processes.
In this paper, the problem of steering a long-run average coat functional to a prespecified value is discussed in the context of Markov decision processes wish countable statespace; this problem naturally arises in the ...