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A simple technique in Markovian control with applications to resource allocation in communication networks |
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| Affiliation: | 1. CHU de Caen, Pôle Réanimations Anesthésie SAMU, Caen F-14000, France;2. CHU de Caen, Unité de Biostatistiques et de Recherche Clinique, Caen F-14000, France;3. Université Normandie, EA4650 and UFR de Médecine, Caen F-14000, France;4. Medical Simulation Center, Normandie Simulation en Santé, Caen F-14000, France;1. School of Science, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu, China;2. College of Economics and Management, Shandong University of Science and Technology, Qingdao 266590, Shandong, China |
| Abstract: | The purpose of this note is to demonstrate that for semi-Markov decision problems with exponentially distributed transition times considerable computational improvements on the value-iteration algorithm can be obtained. This can be achieved by the simple trick of introducing fictitious decision epochs so that sparse transition matrices are created. Applications to optimal sharing of resources in communication networks are given. |
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