First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs

2011 ◽  
Vol 27 (2) ◽  
pp. 177-190 ◽  
Author(s):  
Yong-hui Huang ◽  
Guo Xian-ping
Keyword(s):  
Markov Decision Processes ◽  
Decision Processes ◽  
First Passage ◽  
Markov Decision ◽  
Discounted Costs

Markov Decision Processes with Discounted Costs: New Test of Non-optimal Actions

2020 ◽  
Vol 12 (05-SPECIAL ISSUE) ◽  
pp. 608-616
Author(s):  
Abdellatif Semmouri ◽  
Mostafa Jourhmane ◽  
Bahaa Eddine Elbaghazaoui
Keyword(s):  
Markov Decision Processes ◽  
Decision Processes ◽  
Markov Decision ◽  
Discounted Costs

Adaptive control of M/M/1 queues—continuous-time Markov decision process approach

1983 ◽  
Vol 20 (02) ◽  
pp. 368-379
Author(s):  
Lam Yeh ◽  
L. C. Thomas
Keyword(s):  
Adaptive Control ◽  
Markov Decision Process ◽  
Markov Decision Processes ◽  
Optimal Policy ◽  
Continuous Time ◽  
Decision Process ◽  
Process Approach ◽  
Decision Processes ◽  
Markov Decision ◽  
Discounted Costs

By considering continuous-time Markov decision processes where decisions can be made at any time, we show in the case of M/M/1 queues with discounted costs that there exists a monotone optimal policy among all the regular policies.

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