Optimal Interventions in Countable Jump Markov Processes

Published Online:https://doi.org/10.1287/moor.1030.0063

References

  • Abakuks A. D. Some optimal isolation and immunisation policies for epidemics. (1972) . Phil. Thesis, University of Sussex, Sussex, U.K.Google Scholar
  • Abakuks A. Optimal immunisation policies for epidemics. Adv. Appl. Prob. (1974) 6:494–511CrossrefGoogle Scholar
  • Altman E.Constrained Markov Decision Processes (1999) (Chapman and Hall/CRC, Boca Raton, FL) Google Scholar
  • Bertsekas D. P., Shreve S. E.Stochastic Optimal Control (1978) (Academic Press, New York) Google Scholar
  • Chiang J. H., Yuan J. Optimal maintenance policy for a Markovian system under periodic inspection. Reliability Engrg. System Safety (2001) 71:165–172CrossrefGoogle Scholar
  • Costa O. L. V., Raymundo C. A. B., Dufour F. Optimal stopping with continuous control of piecewise deterministic Markov processes. Stochastics Stochastics Rep. (2000) 70(1–2):41–73CrossrefGoogle Scholar
  • Feinberg E. A. Continuous time discounted jump Markov decision processes: A discrete-event approach. Math. Oper. Res. (2004) . ForthcomingLinkGoogle Scholar
  • Haviv M. On constrained Markov decision processes. Oper. Res. Lett. (1996) 19(1):25–28CrossrefGoogle Scholar
  • Hernandez-Lerma O., Lasserre J. B.Further Topics on Discrete-Time Markov Control Processes (1999) (Springer, New York) CrossrefGoogle Scholar
  • Hordijk A., Spieksma F. Constrained admission control to a queueing system. Adv. Appl. Probab. (1989) 21(2):409–431CrossrefGoogle Scholar
  • Kitaev M. Yu., Rykov V. V.Controlled Queueing Systems (1995) (CRC Press, Boca Raton, FL) Google Scholar
  • Mickens R. E.Difference Equations (1990) 2nd ed.(Van Nostrand Reinhold Co, New York) Google Scholar
  • Piunovskiy A. B.Optimal Control of Random Sequences in Problems with Constraints (1997) (Kluwer Academic Publishers, Dordrecht, The Netherlands) CrossrefGoogle Scholar
  • Piunovskiy A. B. A controlled jump discounted model with constraints. Theory Probab. Appl. (1998) 42(1):51–72CrossrefGoogle Scholar
  • Piunovskiy A. B. Controlled jump Markov processes with interventions. Proc. 5th Internat. Conf. Optim.: Techniques Appl. (2001) 3Hong Kong:1179–1193Google Scholar
  • Piunovskiy A. B., Mao X. Constrained Markovian decision processes: The dynamic programming approach. Oper. Res. Lett. (2000) 27(3):119–126CrossrefGoogle Scholar
  • Wang H. A survey of maintenance policies of deteriorating systems. Eur. J. Oper. Res. (2002) 139:469–489CrossrefGoogle Scholar
  • Yushkevich A. A. On reducing a jump controllable Markov model to a model with discrete time. Theory Probab. Appl. (1980) 25(1):58–69CrossrefGoogle Scholar
  • Yushkevich A. A. Verification theorems for Markov decision processes with controlled deterministic drift and gradual and impulsive controls. Theory Probab. Appl. (1989) 34(3):474–496CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.