Altman Eitan

Eitan Altman

Information about the author Eitan Altman will soon be added to the site.
Found 37 papers in total
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process
1997
We consider in this paper a continuous time stochastic hybrid control system with...
Approximations in dynamic zero-sum games II
1997
We pursue in this paper our study of approximations of values and ϵ saddle-point...
Applications of Borovkov's renovation theory to non-stationary stochastic recursive sequences and their control
1997
We investigate in this paper the stability of non-stationary stochastic processes,...
Discrete time queues with delayed information
1995
The authors study the behavior of a single-server discrete-time queue with batch...
Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information
1995
The authors consider a discrete-time Markov decision process with a partially ordered...
Ergodicity, moment stability and central limit theorems of station times in polling systems
1996
The station times are an important measure of performance in polling systems, and are...
Zero-sum Markov games and worst-case optimal control of queueing systems
1995
Zero-sum stochastic games model situations where two persons, called players, control...
Approximations in dynamic zero-sum games
1996
The authors develop a unifying approach for approximating a ‘limit’...
Rate of convergence of empirical measures and costs in controlled Markov chains and transient optimality
1994
The purpose of this paper is two fold. First, bounds on the rate of convergence of...
Time-sharing policies for controlled Markov chains
1993
The authors propose a class of nonstationary policies called policy time sharing...
Denumerable constrained Markov decision processes and finite approximations
1994
The purpose of this paper is two fold. First to establish the theory of discounted...
Polling systems with synchronization constraints
1992
The authors introduce a new service discipline, called the synchronized gated...
Sensitivity of constrained Markov decision processes
1991
The authors consider the optimization of finite-state, finite-action Markov decision...
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