On computing average cost optimal policies with application to routing to parallel queues |
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Authors: | Linn I. Sennott |
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Affiliation: | (1) Department of Mathematics 4520, Illinois State University, 61790-4520 Normal, IL, USA |
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Abstract: | The Approximating Sequence Method for computation of average cost optimal stationary policies in denumerahle state Markov decision chains, introduced in Sennott (1994), is reviewed. New methods for verifying the assumptions are given. These are useful for models with multidimensional state spaces that satisfy certain mild structural properties. The results are applied to four problems in the optimal routing of packets to parallel queues. Numerical results are given for one of the models. |
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Keywords: | Controlled discrete-time Markov processes average cost optimal policies optimal routing of packets to parallel queues |
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