Article ID: | iaor19972498 |
Country: | Germany |
Volume: | 45 |
Issue: | 1 |
Start Page Number: | 63 |
End Page Number: | 79 |
Publication Date: | Jan 1997 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Koole G., Passchier O. |
Keywords: | communication |
The authors consider Markov Decision Processes under light traffic conditions. They develop an algorithm to obtain asymptotically optimal policies for both the total discounted and the average cost criterion. This gives a general framework for several light traffic results in the literature. The authors illustrate the method by deriving the asymptotically optimal control of a simple ATM network.