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An Algorithm for Average Costs Denumerable State Semi-Markov Decision Problems with Applications to Controlled Production and Queueing Systems

机译:一种适用于控制生产和排队系统的平均成本可数状态半马尔可夫决策问题的算法

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摘要

A computational approach is presented for typical applications of average costs denumerable state semi-Markov decision problems as arising in controlled production and queueing systems. This approach combines policy-iteration and embedding techniques to develop, by exploiting the structure of the application considered, a tailor-made algorithm for computing an optimal policy within a given class of intuitively reasonable policies having a simple form. An M/G/1 queueing system with controllable service time distribution, a discrete production problem in which the inventory is controlled by turning on or off the production, and an M/M/c queueing system in which the number of servers operating can be controlled are considered as applications.

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