Title: Stochastic dynamic programming and the control of queueing systems /
Authors: Sennott, Linn I., 1943-
Publisher: Wiley,
Year: 1999
Subjects: Stochastic programming; Dynamic programming; Queuing theory; Stochastic Processes; Systems Theory
Abstract: This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others.
Contents: Optimization criteria -- Finite horizon optimization -- Infinite horizon discounted cost optimization -- An inventory model -- Average cost optimization for finite state spaces -- Average cost optimization theory for countable state spaces -- Computation of average cost optimal policies for infinite state spaces -- Optimization under actions at selected epochs -- Average cost optimization of continuous time processes -- Appendices -- Bibliography -- Index.