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On essential information in sequential decision processes

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

This paper provides sufficient conditions when certain information about the past of a stochastic decision processes can be ignored by a controller. We illustrate the results with particular applications to queueing control, control of semi-Markov decision processes with iid sojourn times, and uniformization of continuous-time Markov decision processes.

Original languageEnglish
Pages (from-to)399-410
Number of pages12
JournalMathematical Methods of Operations Research
Volume62
Issue number3
DOIs
StatePublished - Dec 2005

Keywords

  • Average cost criterion
  • D-policy
  • M /G/1 queue
  • Removable server

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