Optimal service control against worst case admission policies: A multichained stochastic game

Optimal service control against worst case admission policies: A multichained stochastic game

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Article ID: iaor19982927
Country: Germany
Volume: 45
Issue: 2
Start Page Number: 281
End Page Number: 301
Publication Date: Jan 1997
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: , ,
Abstract:

In this paper we will consider two-person zero-sum games and derive a general approach for solving them. We apply this approach to a queueing problem. In section 1 we will introduce the model and formulate the key theorem. In section 2 we develop the theory that we will use in section 3 to prove the key theorem. This includes a general and useful result in Lemma 2.1 on the sufficiency of stationary policies.

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