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Undiscounted Markov decision chains with partial information : an algorithm for computing a locally optimal periodic policy

Hordijk, Arie - In: Zeitschrift für Operations-Research : ZOR ; … 40 (1994) 2, pp. 163-181

Persistent link: https://www.econbiz.de/10001173094

Optimal service control against worst case admission policies : a multichained stochastic game

Hordijk, Arie - In: Mathematical methods of operations research 45 (1997) 2, pp. 281-301

Persistent link: https://www.econbiz.de/10001217952

Analysis of a finite-source customer assigment model with no state information

Hordijk, Arie - In: Mathematical methods of operations research 47 (1998) 2, pp. 317-336

Persistent link: https://www.econbiz.de/10001242924

Linear programming formulation of MDPs in countable state space : the multichain case

Hordijk, Arie - In: Zeitschrift für Operations-Research : ZOR ; … 40 (1994) 1, pp. 91-108

Persistent link: https://www.econbiz.de/10001164447

Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards

Hordijk, Arie; Juškevič, Aleksandr Adolʹfovič - In: Mathematical methods of operations research 49 (1999) 1, pp. 1-39

Persistent link: https://www.econbiz.de/10001415240

On the structure of the optimal server control for fluid networks

Gajrat, S.; Hordijk, A. - In: Computational Statistics 62 (2005) 1, pp. 55-75

This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal...

Persistent link: https://www.econbiz.de/10010847857

On the structure of the optimal server control for fluid networks

Gajrat, S.; Hordijk, A. - In: Mathematical Methods of Operations Research 62 (2005) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10010950246

On the structure of the optimal server control for fluid networks

Gajrat, S.; Hordijk, A. - In: Mathematical methods of operations research 62 (2005) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10006606454

Optimal Service Control against Worst Case Admission Policies: A Multichained Stochastic Game

Hordijk, A.; Passchier, O.; Spieksma, F. - In: Mathematical methods of operations research 45 (1997) 3, pp. 281-302

Persistent link: https://www.econbiz.de/10006630570

On the Value Function in Constrained Control of Markov Chains

Altman, E.; Hordijk, A.; Kallenberg, L.C.M. - In: Mathematical methods of operations research 44 (1996) 3, pp. 387-400

Persistent link: https://www.econbiz.de/10006632821