IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v155y2004i3p654-674.html
   My bibliography  Save this article

Reinforcement learning for long-run average cost

Author

Listed:
  • Gosavi, Abhijit

Abstract

No abstract is available for this item.

Suggested Citation

  • Gosavi, Abhijit, 2004. "Reinforcement learning for long-run average cost," European Journal of Operational Research, Elsevier, vol. 155(3), pages 654-674, June.
  • Handle: RePEc:eee:ejores:v:155:y:2004:i:3:p:654-674
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(02)00874-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cassandras, Christos G. & Han, Youngnam, 1992. "Optimal inspection policies for a manufacturing station," European Journal of Operational Research, Elsevier, vol. 63(1), pages 35-53, November.
    2. Shioyama, Tadayoshi, 1991. "Optimal control of a queuing network system with two types of customers," European Journal of Operational Research, Elsevier, vol. 52(3), pages 367-372, June.
    3. Tapas K. Das & Abhijit Gosavi & Sridhar Mahadevan & Nicholas Marchalleck, 1999. "Solving Semi-Markov Decision Problems Using Average Reward Reinforcement Learning," Management Science, INFORMS, vol. 45(4), pages 560-574, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Stephane R. A. Barde & Soumaya Yacout & Hayong Shin, 2019. "Optimal preventive maintenance policy based on reinforcement learning of a fleet of military trucks," Journal of Intelligent Manufacturing, Springer, vol. 30(1), pages 147-161, January.
    2. Jian Wang & Murtaza Das & Stephen Tappert, 2021. "Applying reinforcement learning to estimating apartment reference rents," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 20(3), pages 330-343, June.
    3. van Wezel, M.C. & van Eck, N.J.P., 2005. "Reinforcement learning and its application to Othello," Econometric Institute Research Papers EI 2005-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Yang, Hongbing & Li, Wenchao & Wang, Bin, 2021. "Joint optimization of preventive maintenance and production scheduling for multi-state production systems based on reinforcement learning," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    5. Schütz, Hans-Jörg & Kolisch, Rainer, 2012. "Approximate dynamic programming for capacity allocation in the service industry," European Journal of Operational Research, Elsevier, vol. 218(1), pages 239-250.
    6. Xiaonong Lu & Baoqun Yin & Haipeng Zhang, 2016. "A reinforcement-learning approach for admission control in distributed network service systems," Journal of Combinatorial Optimization, Springer, vol. 31(3), pages 1241-1268, April.
    7. Safaei, Fatemeh & Ahmadi, Jafar & Taghipour, Sharareh, 2022. "A maintenance policy for a k-out-of-n system under enhancing the system’s operating time and safety constraints, and selling the second-hand components," Reliability Engineering and System Safety, Elsevier, vol. 218(PA).
    8. Li, Xueping & Wang, Jiao & Sawhney, Rapinder, 2012. "Reinforcement learning for joint pricing, lead-time and scheduling decisions in make-to-order systems," European Journal of Operational Research, Elsevier, vol. 221(1), pages 99-109.
    9. Singh, Sumeetpal S. & Tadic, Vladislav B. & Doucet, Arnaud, 2007. "A policy gradient method for semi-Markov decision processes with application to call admission control," European Journal of Operational Research, Elsevier, vol. 178(3), pages 808-818, May.
    10. Barlow, E. & Bedford, T. & Revie, M. & Tan, J. & Walls, L., 2021. "A performance-centred approach to optimising maintenance of complex systems," European Journal of Operational Research, Elsevier, vol. 292(2), pages 579-595.
    11. Peter Seele & Claus Dierksmeier & Reto Hofstetter & Mario D. Schultz, 2021. "Mapping the Ethicality of Algorithmic Pricing: A Review of Dynamic and Personalized Pricing," Journal of Business Ethics, Springer, vol. 170(4), pages 697-719, May.
    12. Duraikannan Sundaramoorthi & Victoria Chen & Jay Rosenberger & Seoung Kim & Deborah Buckley-Behan, 2010. "A data-integrated simulation-based optimization for assigning nurses to patient admissions," Health Care Management Science, Springer, vol. 13(3), pages 210-221, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Niyirora, Jerome & Zhuang, Jun, 2017. "Fluid approximations and control of queues in emergency departments," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1110-1124.
    2. Ohno, Katsuhisa & Boh, Toshitaka & Nakade, Koichi & Tamura, Takayoshi, 2016. "New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system," European Journal of Operational Research, Elsevier, vol. 249(1), pages 22-31.
    3. Li, Xueping & Wang, Jiao & Sawhney, Rapinder, 2012. "Reinforcement learning for joint pricing, lead-time and scheduling decisions in make-to-order systems," European Journal of Operational Research, Elsevier, vol. 221(1), pages 99-109.
    4. Prasenjit Mondal, 2016. "On undiscounted semi-Markov decision processes with absorbing states," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(2), pages 161-177, April.
    5. Barlow, E. & Bedford, T. & Revie, M. & Tan, J. & Walls, L., 2021. "A performance-centred approach to optimising maintenance of complex systems," European Journal of Operational Research, Elsevier, vol. 292(2), pages 579-595.
    6. Amir Azaron & Hideki Katagiri & Masatoshi Sakawa, 2007. "Time-cost trade-off via optimal control theory in Markov PERT networks," Annals of Operations Research, Springer, vol. 150(1), pages 47-64, March.
    7. Behice Meltem Kayhan & Gokalp Yildiz, 2023. "Reinforcement learning applications to machine scheduling problems: a comprehensive literature review," Journal of Intelligent Manufacturing, Springer, vol. 34(3), pages 905-929, March.
    8. L. Jianyong & Z. Xiaobo, 2004. "On Average Reward Semi-Markov Decision Processes with a General Multichain Structure," Mathematics of Operations Research, INFORMS, vol. 29(2), pages 339-352, May.
    9. Zheng, Rui & Zhao, Xufeng & Hu, Chaoming & Ren, Xiangyun, 2023. "A repair-replacement policy for a system subject to missions of random types and random durations," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    10. Yang, Hongbing & Li, Wenchao & Wang, Bin, 2021. "Joint optimization of preventive maintenance and production scheduling for multi-state production systems based on reinforcement learning," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    11. Ohno, Katsuhisa, 2011. "The optimal control of just-in-time-based production and distribution systems and performance comparisons with optimized pull systems," European Journal of Operational Research, Elsevier, vol. 213(1), pages 124-133, August.
    12. Peter Seele & Claus Dierksmeier & Reto Hofstetter & Mario D. Schultz, 2021. "Mapping the Ethicality of Algorithmic Pricing: A Review of Dynamic and Personalized Pricing," Journal of Business Ethics, Springer, vol. 170(4), pages 697-719, May.
    13. Azaron, Amir & Fatemi Ghomi, S. M. T., 2003. "Optimal control of service rates and arrivals in Jackson networks," European Journal of Operational Research, Elsevier, vol. 147(1), pages 17-31, May.
    14. Giannoccaro, Ilaria & Pontrandolfo, Pierpaolo, 2002. "Inventory management in supply chains: a reinforcement learning approach," International Journal of Production Economics, Elsevier, vol. 78(2), pages 153-161, July.
    15. Schütz, Hans-Jörg & Kolisch, Rainer, 2012. "Approximate dynamic programming for capacity allocation in the service industry," European Journal of Operational Research, Elsevier, vol. 218(1), pages 239-250.
    16. Azaron, Amir & Katagiri, Hideki & Sakawa, Masatoshi & Kato, Kosuke & Memariani, Azizollah, 2006. "A multi-objective resource allocation problem in PERT networks," European Journal of Operational Research, Elsevier, vol. 172(3), pages 838-854, August.
    17. Andriotis, C.P. & Papakonstantinou, K.G., 2019. "Managing engineering systems with large state and action spaces through deep reinforcement learning," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
    18. Xiao Wang & Hongwei Wang & Chao Qi, 2016. "Multi-agent reinforcement learning based maintenance policy for a resource constrained flow line system," Journal of Intelligent Manufacturing, Springer, vol. 27(2), pages 325-333, April.
    19. van Wezel, M.C. & van Eck, N.J.P., 2005. "Reinforcement learning and its application to Othello," Econometric Institute Research Papers EI 2005-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    20. Abhijit Gosavi, 2009. "Reinforcement Learning: A Tutorial Survey and Recent Advances," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 178-192, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:155:y:2004:i:3:p:654-674. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.