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

Arie Hordijk, Olaf Passchier and Floske Spieksma

Mathematical Methods of Operations Research, 1997, vol. 45, issue 2, 301 pages

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. Copyright Physica-Verlag 1997

Date: 1997
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DOI: 10.1007/BF01193866

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