3. Finite Horizon Optimization

  1. Linn I. Sennott

Published Online: 27 MAY 2008

DOI: 10.1002/9780470317037.ch3

Stochastic Dynamic Programming and the Control of Queueing Systems

Stochastic Dynamic Programming and the Control of Queueing Systems

How to Cite

Sennott, L. I. (1998) Finite Horizon Optimization, in Stochastic Dynamic Programming and the Control of Queueing Systems, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470317037.ch3

Author Information

  1. Illinois State University

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 16 SEP 1998

ISBN Information

Print ISBN: 9780471161202

Online ISBN: 9780470317037

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Keywords:

  • Markov policy;
  • process transitions;
  • value function;
  • finite horizon optimization;
  • arbitrary policy

Summary

The prelims comprise:

  • Finite Horizon Optimality Equation

  • ASM for the Finite Horizon

  • When Does FH(α,n) Hold?

  • A Queueing Example