Stochastic Dynamic Programming and the Control of Queueing Sy... - 9780471161202

Stochastic Dynamic Programming and the Control of Queueing SystemsAuthor(s): Linn I. Sennott\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: Wiley-Interscience\nISBN-13: 9780471161202, 978-0471161202\nSynopsis\nA path-breaking account of Markov decision processes-theory and computation\n 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.\n Stochastic Dynamic Programming and the Control of Queueing Systems presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It thenl