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Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes

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  1. Rob Shone & Vincent A. Knight & Paul R. Harper, 2020. "A conservative index heuristic for routing problems with multiple heterogeneous service facilities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 511-543, December.
  2. Allahviranloo, Mahdieh & Recker, Will, 2013. "Daily activity pattern recognition by using support vector machines with multiple classes," Transportation Research Part B: Methodological, Elsevier, vol. 58(C), pages 16-43.
  3. I. M. MacPhee & L. J. Müller, 2007. "Stability Criteria for Multi-class Queueing Networks with Re-entrant Lines," Methodology and Computing in Applied Probability, Springer, vol. 9(3), pages 377-388, September.
  4. Sobel, Matthew J. & Szmerekovsky, Joseph G. & Tilson, Vera, 2009. "Scheduling projects with stochastic activity duration to maximize expected net present value," European Journal of Operational Research, Elsevier, vol. 198(3), pages 697-705, November.
  5. Shaler Stidham, 2002. "Analysis, Design, and Control of Queueing Systems," Operations Research, INFORMS, vol. 50(1), pages 197-216, February.
  6. S. Bhulai & H. Blok & F. M. Spieksma, 2022. "K competing queues with customer abandonment: optimality of a generalised $$c \mu $$ c μ -rule by the Smoothed Rate Truncation method," Annals of Operations Research, Springer, vol. 317(2), pages 387-416, October.
  7. Peter Buchholz & Iryna Dohndorf, 2021. "A multi-objective approach for PH-graphs with applications to stochastic shortest paths," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(1), pages 153-178, February.
  8. Dwi Ertiningsih & Sandjai Bhulai & Flora Spieksma, 2018. "A novel use of value iteration for deriving bounds for threshold and switching curve optimal policies," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(8), pages 638-659, December.
  9. Guy Even & Alexander Zadorojniy, 2012. "Strong polynomiality of the Gass-Saaty shadow-vertex pivoting rule for controlled random walks," Annals of Operations Research, Springer, vol. 201(1), pages 159-167, December.
  10. Xufeng Yang & Juliang Zhang & Wen Jiao & Hong Yan, 2023. "Optimal Capacity Rationing Policy for a Container Leasing System with Multiple Kinds of Customers and Substitutable Containers," Management Science, INFORMS, vol. 69(3), pages 1468-1485, March.
  11. Doraszelski, Ulrich & Escobar, Juan F., 2019. "Protocol invariance and the timing of decisions in dynamic games," Theoretical Economics, Econometric Society, vol. 14(2), May.
  12. Gregory Dobson & Hsiao-Hui Lee & Arvind Sainathan & Vera Tilson, 2012. "A Queueing Model to Evaluate the Impact of Patient "Batching" on Throughput and Flow Time in a Medical Teaching Facility," Manufacturing & Service Operations Management, INFORMS, vol. 14(4), pages 584-599, October.
  13. Alexander Zadorojniy & Guy Even & Adam Shwartz, 2009. "A Strongly Polynomial Algorithm for Controlled Queues," Mathematics of Operations Research, INFORMS, vol. 34(4), pages 992-1007, November.
  14. Eugene A. Feinberg, 2004. "Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 492-524, August.
  15. Economou, Antonis, 2003. "On the control of a compound immigration process through total catastrophes," European Journal of Operational Research, Elsevier, vol. 147(3), pages 522-529, June.
  16. Hui Zhao & Vinayak Deshpande & Jennifer K. Ryan, 2006. "Emergency transshipment in decentralized dealer networks: When to send and accept transshipment requests," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(6), pages 547-567, September.
  17. Han, Gain & Sohn, Keemin, 2016. "Activity imputation for trip-chains elicited from smart-card data using a continuous hidden Markov model," Transportation Research Part B: Methodological, Elsevier, vol. 83(C), pages 121-135.
  18. Dinard van der Laan, 2015. "Assigning Multiple Job Types to Parallel Specialized Servers," Tinbergen Institute Discussion Papers 15-102/III, Tinbergen Institute.
  19. Lode Li & Evan L. Porteus & Hongtao Zhang, 2001. "Optimal Operating Policies for Multiplant Stochastic Manufacturing Systems in a Changing Environment," Management Science, INFORMS, vol. 47(11), pages 1539-1551, November.
  20. Sergei V. Savin & Morris A. Cohen & Noah Gans & Ziv Katalan, 2005. "Capacity Management in Rental Businesses with Two Customer Bases," Operations Research, INFORMS, vol. 53(4), pages 617-631, August.
  21. Peter Buchholz & Dimitri Scheftelowitsch, 2019. "Computation of weighted sums of rewards for concurrent MDPs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(1), pages 1-42, February.
  22. William P. Millhiser & Charu Sinha & Matthew J. Sobel, 2016. "Optimality of the fastest available server policy," Queueing Systems: Theory and Applications, Springer, vol. 84(3), pages 237-263, December.
  23. Epaminondas G. Kyriakidis & Theodosis D. Dimitrakos, 2005. "Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 97-118, March.
  24. Xiuli Chao & Frank Y. Chen, 2005. "An Optimal Production and Shutdown Strategy when a Supplier Offers an Incentive Program," Manufacturing & Service Operations Management, INFORMS, vol. 7(2), pages 130-143, March.
  25. Ping Cao & Jingui Xie, 2016. "Optimal control of a multiclass queueing system when customers can change types," Queueing Systems: Theory and Applications, Springer, vol. 82(3), pages 285-313, April.
  26. Yoon, Soovin & Albert, Laura A., 2020. "A dynamic ambulance routing model with multiple response," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 133(C).
  27. Waal, P.R. & Dijk, N.M. van, 1988. "Monotonicity of performance measures in a processor sharing queue," Serie Research Memoranda 0051, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  28. M. Yu. Kitaev & Richard F. Serfozo, 1999. "M/M/1 Queues with Switching Costs and Hysteretic Optimal Control," Operations Research, INFORMS, vol. 47(2), pages 310-312, April.
  29. Hui Zhao & Jennifer K. Ryan & Vinayak Deshpande, 2008. "Optimal Dynamic Production and Inventory Transshipment Policies for a Two-Location Make-to-Stock System," Operations Research, INFORMS, vol. 56(2), pages 400-410, April.
  30. Nicole Leder & Bernd Heidergott & Arie Hordijk, 2010. "An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory," Operations Research, INFORMS, vol. 58(4-part-1), pages 918-932, August.
  31. Alexey Piunovskiy & Yi Zhang, 2012. "The Transformation Method for Continuous-Time Markov Decision Processes," Journal of Optimization Theory and Applications, Springer, vol. 154(2), pages 691-712, August.
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