1979
DOI: 10.2307/3213089
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Generalized semi-Markov decision processes

Abstract: Various authors have derived the necessary and sufficient conditions for optimality in semi-Markov decision processes in which the state remains constant between jumps. In this paper similar results are presented for a generalized semi-Markov decision process in which the state varies between jumps according to a Markov process with continuous sample paths. These results are specialized to a general storage model and an application to the service rate control in a GI/G/1 queue is indicated.

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Cited by 10 publications
(3 citation statements)
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“…A policy (as in Markov Decision Processes [16]) picks an event in the set of enabled controllable events of a state to generate a partial execution path. Thereafter, the optimal strategy over different policy executions over a GSMDP can be obtained using the techniques of [15,17].…”
Section: Definition 1 a Generalised Semi-markov Decisionmentioning
confidence: 99%
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“…A policy (as in Markov Decision Processes [16]) picks an event in the set of enabled controllable events of a state to generate a partial execution path. Thereafter, the optimal strategy over different policy executions over a GSMDP can be obtained using the techniques of [15,17].…”
Section: Definition 1 a Generalised Semi-markov Decisionmentioning
confidence: 99%
“…In Section 2 we introduce the syntax of the Stochastic Quality Calculus. The operational semantics of processes is presented in Section 3; it makes use of general distributions and in Section 4 we show that it amounts to Generalised Semi-Markov Decision Processes (GSMDPs) [15] by modelling truly concurrent broadcast communication as discrete events. Some of the discrete events in GSMDPs are controllable, which introduces a decision dimension to execute controllable events nondeterministically; a policy (as in Markov decision processes [16]) is introduced to deal with the nondeterminism.…”
Section: Introductionmentioning
confidence: 99%
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