Rondomized control limit policies for markov decision processes with linear constraints

NİHAN FİDAN

Rondomized control limit policies for markov decision processes with linear constraints

Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü, Türkiye

Tezin Onay Tarihi: 2000

Tezin Dili: İngilizce

Öğrenci: NİHAN FİDAN

Danışman: YAŞAR YASEMİN SERİN

Özet:

ABSTRACT RANDOMIZED CONTROL LIMIT POLICIES FOR MARKOV DECISION PROCESSES WITH LINEAR CONSTRAINTS Fidan,Nihan M.S., Department of Industrial Engineering Supervisor: Assoc. Prof. Dr. Yasemin Serin July 2000, 73 pages In this study, we consider Markov Decision Processes (MDP's) with the objective of minimizing the expected average cost over an infinite horizon. We first state a set of sufficiency conditions under which a control limit policy is optimal. Secondly, we consider MDP's satisfying this set of conditions and show that with linear constraints, simple additional conditions are required to have similarly structured optimal policies. Keywords: Constrained Markov Decision Processes, control limit policies. m