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

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  • Arie Hordijk
  • Olaf Passchier
  • Floske Spieksma

Abstract

In this paper we will consider two-person zero-sum games and derive a general approach for solving them. We apply this approach to a queueing problem. In section 1 we will introduce the model and formulate the Key-theorem. In section 2 we develop the theory that we will use in section 3 to prove the Key-theorem. This includes a general and useful result in Lemma 2.1 on the sufficiency of stationary policies. Copyright Physica-Verlag 1997

Suggested Citation

  • Arie Hordijk & Olaf Passchier & Floske Spieksma, 1997. "Optimal service control against worst case admission policies: A multichained stochastic game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(2), pages 281-301, June.
    • Handle: RePEc:spr:mathme:v:45:y:1997:i:2:p:281-301
    DOI: 10.1007/BF01193866
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    References listed on IDEAS

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    1. Linn I. Sennott, 1989. "Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs," Operations Research, INFORMS, vol. 37(4), pages 626-633, August.
    2. Eitan ALTMAN, 1994. "A Markov Game Approach For Optimal Routing Into A Queueing Network," Game Theory and Information 9401002, University Library of Munich, Germany.
    3. Raghavan, T.E.S. & Tijs, S.H. & Vrieze, O.J., 1985. "On stochastic games with additive reward and transition structure," Other publications TiSEM 28f85a14-9a6e-4ed8-9a4b-a, Tilburg University, School of Economics and Management.
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