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Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications

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  • J. Wijngaard
  • S. Stidham

Abstract

This paper is the sequel to Wijngaard and Stidham (1986). The topic is a countable state average reward semi‐Markov decision process with a transition mechanism that is skip‐free to the right. The applications are controlled GI/M/1 queues. Skip‐free to the right means that state n cannot be reached from the states i(

Suggested Citation

  • J. Wijngaard & S. Stidham, 2000. "Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 54(2), pages 160-174, July.
    • Handle: RePEc:bla:stanee:v:54:y:2000:i:2:p:160-174
    DOI: 10.1111/1467-9574.00134
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    Cited by:

    1. Foreest, N. D. van & Wijngaard, J., 2010. "On the Optimal Policy for the Single-product Inventory Problem with Set-up Cost and a Restricted Production Capacity," Research Report 10005, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    2. Nicky D. Van Foreest & Jacob Wijngaard, 2014. "On Optimal Policies for Production-Inventory Systems with Compound Poisson Demand and Setup Costs," Mathematics of Operations Research, INFORMS, vol. 39(2), pages 517-532, May.
    3. repec:dgr:rugsom:10005 is not listed on IDEAS

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