Stochastic Dynamic Programming and the Control of Queueing Systems

Dr. Linn I. Sennott

Published by John Wiley & Sons September, 1998

A volume in the Wiley-Interscience Series in Probability and Statistics

ISBN 0-471-16120-9

To order, call 1-800-CALL WILEY

A path-breaking account of Markov decision processes--theory and computation

This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time, make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others.

The text presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It then shows how optimal rules of operation (policies) for each criterion may be numerically determined. A wealth of examples drawn from the application area of the control of queueing systems is presented. Nine numerical programs for the computation of optimal policies are given at this site and are fully explicated in the text.

Features:

• Path-breaking advances in Markov decision process techniques, brought together for the first time in book form
• A theorem/proof format (proofs may be omitted without loss of continuity)
• Development of a unified method for the computation of optimal rules of system operation
• Numerous examples drawn mainly from the control of queueing systems
• Detailed discussions of nine numerical programs
• Helpful chapter-end problems
• Appendices with complete treatment of background material

Table of Contents (with Chapter Descriptions and Links to Programs)

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