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A policy gradient method for semi-Markov decision processes with application to call admission control

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  • Singh, Sumeetpal S.
  • Tadic, Vladislav B.
  • Doucet, Arnaud

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Suggested Citation

  • Singh, Sumeetpal S. & Tadic, Vladislav B. & Doucet, Arnaud, 2007. "A policy gradient method for semi-Markov decision processes with application to call admission control," European Journal of Operational Research, Elsevier, vol. 178(3), pages 808-818, May.
    • Handle: RePEc:eee:ejores:v:178:y:2007:i:3:p:808-818
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    References listed on IDEAS

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    1. Daniel Adelman, 2003. "Price-Directed Replenishment of Subsets: Methodology and Its Application to Inventory Routing," Manufacturing & Service Operations Management, INFORMS, vol. 5(4), pages 348-371, May.
    2. Gosavi, Abhijit, 2004. "Reinforcement learning for long-run average cost," European Journal of Operational Research, Elsevier, vol. 155(3), pages 654-674, June.
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    Cited by:

    1. Abhijit Gosavi, 2009. "Reinforcement Learning: A Tutorial Survey and Recent Advances," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 178-192, May.
    2. Huang, Yonghui & Guo, Xianping, 2011. "Finite horizon semi-Markov decision processes with application to maintenance systems," European Journal of Operational Research, Elsevier, vol. 212(1), pages 131-140, July.
    3. Zhang, Zhicong & Zheng, Li & Hou, Forest & Li, Na, 2011. "Semiconductor final test scheduling with Sarsa([lambda], k) algorithm," European Journal of Operational Research, Elsevier, vol. 215(2), pages 446-458, December.
    4. Hao-Xiang Wang & Hong-Sen Yan, 2016. "An interoperable adaptive scheduling strategy for knowledgeable manufacturing based on SMGWQ-learning," Journal of Intelligent Manufacturing, Springer, vol. 27(5), pages 1085-1095, October.
    5. Yonghui Huang & Xianping Guo & Xinyuan Song, 2011. "Performance Analysis for Controlled Semi-Markov Systems with Application to Maintenance," Journal of Optimization Theory and Applications, Springer, vol. 150(2), pages 395-415, August.
    6. Schütz, Hans-Jörg & Kolisch, Rainer, 2012. "Approximate dynamic programming for capacity allocation in the service industry," European Journal of Operational Research, Elsevier, vol. 218(1), pages 239-250.
    7. Li, Yanjie & Cao, Fang, 2013. "A basic formula for performance gradient estimation of semi-Markov decision processes," European Journal of Operational Research, Elsevier, vol. 224(2), pages 333-339.

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