| Article ID: | iaor19921959 |
| Country: | Germany |
| Volume: | 22 |
| Start Page Number: | 937 |
| End Page Number: | 949 |
| Publication Date: | Dec 1991 |
| Journal: | Optimization |
| Authors: | Rykov V.V. |
| Keywords: | computational analysis |
Recursive algorithms are considered for construction of optimal policies for some special classes of controllable stochastic processes, which are called discrete-time controllable semi-regenerative processes. By means of these processes many controllable queueing systems can be modelled. Numerical examples are given for the investigation of optimal policies in such systems.