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" Monotonicity in Markov reward and decision chains : "
Ger Koole.
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BL
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| Record Number
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969305
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b723675
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| Main Entry
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Koole, G. M., (Ger M.)
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| Title & Author
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Monotonicity in Markov reward and decision chains : : theory and applications /\ Ger Koole.
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| Publication Statement
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Boston :: Now,, ©2007.
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| Page. NO
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1 online resource
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| ISBN
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1601980299
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: 9781601980298
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9781601980281
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| Notes
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Offprint. Foundations and trends in stochastic systems. Vol. 1, no. 1 (2006).
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| Bibliographies/Indexes
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Includes bibliographical references.
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| Contents
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Abstract -- 1. Introduction -- 2. Typical results -- 3. The framework -- 4. Criteria and the environment -- 5. Operators -- 6. Inequalities -- 7. Propagation results -- 8. Monotonicity of control -- 9. Models -- 10. Other state spaces -- 11. Comparing systems -- 12. Conclusions and future research directions -- References.
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| Abstract
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This paper focuses on monotonicity results for dynamic systems that take values in the natural numbers or in more-dimensional lattices. The results are mostly formulated in terms of controlled queueing systems, but there are also applications to maintenance systems, revenue management, and so forth. We concentrate on results that are obtained by inductively proving properties of the dynamic programming value function. We give a framework for using this method that unifies results obtained for different models. We also give a comprehensive overview of the results that can be obtained through it, in which we discuss not only (partial) characterizations of optimal policies but also applications of monotonicity to optimization problems and the comparison of systems.
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| Subject
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Dynamic programming.
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Markov processes.
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Dynamic programming.
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Markov processes.
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MATHEMATICS-- Linear Nonlinear Programming.
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| Dewey Classification
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519.7/03
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| LC Classification
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T57.83.K66 2007eb
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