A basic formula for performance gradient estimation of semi-Markov decision processes
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DOI: 10.1016/j.ejor.2012.08.010
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References listed on IDEAS
- 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.
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Cited by:
- Xiaonong Lu & Baoqun Yin & Haipeng Zhang, 2016. "A reinforcement-learning approach for admission control in distributed network service systems," Journal of Combinatorial Optimization, Springer, vol. 31(3), pages 1241-1268, April.
- Tang, Hao & Xu, Lingling & Sun, Jing & Chen, Yingjun & Zhou, Lei, 2015. "Modeling and optimization control of a demand-driven, conveyor-serviced production station," European Journal of Operational Research, Elsevier, vol. 243(3), pages 839-851.
- Haji Hosseinloo, Ashkan & Ryzhov, Alexander & Bischi, Aldo & Ouerdane, Henni & Turitsyn, Konstantin & Dahleh, Munther A., 2020. "Data-driven control of micro-climate in buildings: An event-triggered reinforcement learning approach," Applied Energy, Elsevier, vol. 277(C).
- Xia, Li & Shihada, Basem, 2015. "A Jackson network model and threshold policy for joint optimization of energy and delay in multi-hop wireless networks," European Journal of Operational Research, Elsevier, vol. 242(3), pages 778-787.
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Keywords
Markov processes; Semi-Markov decision processes; Sample-path-based gradient estimation; Perturbation analysis;All these keywords.
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