Article ID: | iaor19952250 |
Country: | Germany |
Volume: | 40 |
Start Page Number: | 163 |
End Page Number: | 181 |
Publication Date: | Jun 1994 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Hordijk A., Loeve J.A. |
In this paper the authors construct an algorithm of successive approximation type that computes a locally optimal periodic policy for a Markov decision chain with partial state information. The algorithm is applied to a queueing network with server control.